Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
14.10.2019 | 9.51% | 0.14 | 0.26 | 750'000 | 750'000 | 749'925 | 749'864 | 163'858 | 177'736 | 95.31% | 95.31% |
11.10.2019 | 3.82% | 0.18 | 0.26 | 750'000 | 750'000 | 749'813 | 749'650 | 272'241 | 280'976 | 94.42% | 94.42% |
10.10.2019 | 1.01% | 0.81 | 0.82 | 750'000 | 750'000 | 749'995 | 749'977 | 741'713 | 749'197 | 97.86% | 97.86% |
09.10.2019 | 0.97% | 1.04 | 1.05 | 745'000 | 750'000 | 749'993 | 749'894 | 771'660 | 779'060 | 95.64% | 95.64% |
08.10.2019 | 0.83% | 1.20 | 1.21 | 750'000 | 750'000 | 749'961 | 749'997 | 900'994 | 908'532 | 96.11% | 96.11% |
07.10.2019 | 0.88% | 1.02 | 1.03 | 750'000 | 750'000 | 749'988 | 749'976 | 855'004 | 862'490 | 98.69% | 98.69% |
04.10.2019 | 0.74% | 1.25 | 1.26 | 750'000 | 750'000 | 749'975 | 749'987 | 1'008'700 | 1'016'210 | 99.48% | 99.48% |
03.10.2019 | 0.73% | 1.33 | 1.34 | 375'000 | 375'000 | 723'318 | 723'361 | 994'551 | 1'001'840 | 95.32% | 95.32% |
02.10.2019 | 0.97% | 1.31 | 1.32 | 750'000 | 750'000 | 749'956 | 749'974 | 778'973 | 786'500 | 98.90% | 98.90% |