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 | - | - |
24.10.2019 | 10.01% | 0.09 | 0.10 | 200'000 | 200'000 | 200'000 | 200'000 | 19'169 | 21'169 | 100.00% | 100.00% |
23.10.2019 | 7.72% | 0.12 | 0.13 | 200'000 | 200'000 | 200'000 | 200'000 | 24'946 | 26'946 | 100.00% | 100.00% |
22.10.2019 | 6.94% | 0.12 | 0.13 | 200'000 | 200'000 | 200'000 | 200'000 | 27'934 | 29'934 | 100.00% | 100.00% |
21.10.2019 | 5.92% | 0.17 | 0.18 | 200'000 | 200'000 | 200'000 | 200'000 | 32'773 | 34'773 | 100.00% | 100.00% |
18.10.2019 | 5.67% | 0.18 | 0.19 | 200'000 | 200'000 | 200'000 | 200'000 | 34'269 | 36'269 | 100.00% | 100.00% |
17.10.2019 | 5.58% | 0.18 | 0.19 | 200'000 | 200'000 | 200'000 | 200'000 | 34'850 | 36'850 | 99.62% | 99.62% |
16.10.2019 | 5.14% | 0.18 | 0.19 | 200'000 | 200'000 | 200'000 | 200'000 | 37'931 | 39'931 | 97.43% | 97.43% |
15.10.2019 | 4.98% | 0.19 | 0.20 | 200'000 | 200'000 | 200'000 | 200'000 | 39'207 | 41'207 | 100.00% | 100.00% |
14.10.2019 | 5.16% | 0.19 | 0.20 | 200'000 | 200'000 | 200'000 | 200'000 | 37'774 | 39'774 | 100.00% | 100.00% |