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 | - | - |
28.11.2019 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
27.11.2019 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
26.11.2019 | 0.35% | 3.26 | 3.27 | 199'100 | 200'000 | 200'000 | 200'000 | 648'572 | 650'826 | 16.00% | 16.00% |
25.11.2019 | 0.37% | 3.21 | 3.23 | 200'000 | 200'000 | 200'000 | 200'000 | 633'513 | 635'883 | 100.00% | 100.00% |
22.11.2019 | 0.37% | 3.12 | 3.13 | 200'000 | 200'000 | 200'000 | 200'000 | 627'166 | 629'461 | 99.34% | 99.34% |
21.11.2019 | 0.39% | 3.13 | 3.14 | 200'000 | 200'000 | 200'000 | 200'000 | 619'772 | 622'170 | 99.60% | 99.60% |
20.11.2019 | 0.40% | 3.11 | 3.13 | 200'000 | 200'000 | 200'000 | 200'000 | 626'907 | 629'435 | 98.19% | 98.19% |
19.11.2019 | 0.39% | 3.11 | 3.12 | 200'000 | 200'000 | 200'000 | 200'000 | 624'304 | 626'720 | 99.90% | 99.90% |
18.11.2019 | 0.42% | 3.05 | 3.07 | 200'000 | 200'000 | 200'000 | 200'000 | 607'206 | 609'761 | 100.00% | 100.00% |