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 | - | - |
19.11.2019 | 1.00% | 87.84 | 88.72 | 500'000 | 406'000 | 521'979 | 406'000 | 464'528 | 365'060 | 97.19% | 97.19% |
18.11.2019 | 1.00% | 88.08 | 88.97 | 500'000 | 406'000 | 500'000 | 406'000 | 449'051 | 368'292 | 100.00% | 100.00% |
15.11.2019 | 1.00% | 90.23 | 91.14 | 500'000 | 406'000 | 566'960 | 406'000 | 508'261 | 367'793 | 99.47% | 99.47% |
14.11.2019 | 1.00% | 87.76 | 88.65 | 500'000 | 406'000 | 500'000 | 406'000 | 437'317 | 358'669 | 97.69% | 97.69% |
13.11.2019 | 1.00% | 87.88 | 88.77 | 500'000 | 406'000 | 500'000 | 406'000 | 431'524 | 353'919 | 91.25% | 91.25% |
12.11.2019 | 1.00% | 87.94 | 88.83 | 500'000 | 406'000 | 517'885 | 406'000 | 456'728 | 361'606 | 100.00% | 100.00% |
11.11.2019 | 1.00% | 88.13 | 89.02 | 500'000 | 406'000 | 500'000 | 406'000 | 438'889 | 359'960 | 99.35% | 99.35% |
08.11.2019 | 1.00% | 88.24 | 89.13 | 500'000 | 406'000 | 535'869 | 406'000 | 468'236 | 358'493 | 85.02% | 85.03% |
07.11.2019 | 1.00% | 89.35 | 90.24 | 500'000 | 406'000 | 500'000 | 406'000 | 439'229 | 360'235 | 98.17% | 98.17% |