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 | - | - |
30.10.2019 | 12.07% | 0.08 | 0.09 | 200'000 | 200'000 | 200'000 | 200'000 | 15'908 | 17'908 | 100.00% | 100.00% |
29.10.2019 | 7.80% | 0.12 | 0.13 | 200'000 | 200'000 | 200'000 | 200'000 | 24'716 | 26'716 | 99.77% | 99.77% |
28.10.2019 | 6.92% | 0.16 | 0.17 | 200'000 | 200'000 | 200'000 | 200'000 | 27'998 | 29'998 | 100.00% | 100.00% |
25.10.2019 | 5.87% | 0.14 | 0.16 | 200'000 | 200'000 | 200'000 | 200'000 | 33'261 | 35'261 | 100.00% | 100.00% |
24.10.2019 | 5.23% | 0.18 | 0.19 | 200'000 | 200'000 | 200'000 | 200'000 | 37'307 | 39'307 | 100.00% | 100.00% |
23.10.2019 | 4.54% | 0.21 | 0.22 | 200'000 | 200'000 | 200'000 | 200'000 | 43'055 | 45'055 | 100.00% | 100.00% |
22.10.2019 | 4.29% | 0.21 | 0.22 | 200'000 | 200'000 | 200'000 | 200'000 | 45'674 | 47'674 | 100.00% | 100.00% |
21.10.2019 | 3.90% | 0.25 | 0.26 | 200'000 | 200'000 | 200'000 | 200'000 | 50'276 | 52'276 | 100.00% | 100.00% |
18.10.2019 | 3.77% | 0.26 | 0.27 | 200'000 | 200'000 | 200'000 | 200'000 | 52'066 | 54'066 | 100.00% | 100.00% |