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 | - | - |
22.10.2019 | 31.68% | 0.03 | 0.04 | 200'000 | 200'000 | 95'133 | 95'133 | 5'328 | 6'961 | 99.60% | 99.60% |
21.10.2019 | 15.46% | 0.09 | 0.10 | 200'000 | 200'000 | 95'497 | 95'497 | 10'671 | 12'305 | 98.51% | 98.51% |
18.10.2019 | 12.81% | 0.15 | 0.16 | 200'000 | 200'000 | 95'264 | 95'264 | 14'739 | 16'372 | 98.32% | 98.32% |
17.10.2019 | 13.09% | 0.16 | 0.17 | 200'000 | 200'000 | 95'188 | 95'188 | 13'889 | 15'522 | 99.07% | 99.07% |
16.10.2019 | 18.40% | 0.14 | 0.16 | 200'000 | 200'000 | 96'152 | 96'152 | 10'814 | 12'451 | 95.96% | 95.96% |
15.10.2019 | 15.89% | 0.09 | 0.10 | 200'000 | 200'000 | 95'233 | 95'233 | 11'894 | 13'655 | 97.06% | 97.06% |
14.10.2019 | 12.73% | 0.15 | 0.16 | 200'000 | 200'000 | 95'209 | 95'209 | 14'581 | 16'214 | 99.23% | 99.23% |
11.10.2019 | 11.85% | 0.13 | 0.14 | 200'000 | 200'000 | 95'501 | 95'501 | 14'371 | 16'005 | 98.24% | 98.24% |
10.10.2019 | 6.54% | 0.18 | 0.19 | 200'000 | 200'000 | 96'965 | 96'965 | 23'288 | 24'774 | 94.36% | 94.36% |