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 | - | - |
01.11.2019 | 5.13% | 0.17 | 0.18 | 50'000 | 50'000 | 195'314 | 195'314 | 38'224 | 40'177 | 100.00% | 100.00% |
31.10.2019 | 3.86% | 0.26 | 0.27 | 200'000 | 200'000 | 200'000 | 200'000 | 51'570 | 53'570 | 99.99% | 99.99% |
30.10.2019 | 4.16% | 0.24 | 0.25 | 200'000 | 200'000 | 200'000 | 199'983 | 47'347 | 49'343 | 100.00% | 100.00% |
29.10.2019 | 4.58% | 0.20 | 0.21 | 50'000 | 50'000 | 195'342 | 195'342 | 41'811 | 43'765 | 100.00% | 100.00% |
28.10.2019 | 5.02% | 0.18 | 0.19 | 50'000 | 50'000 | 195'301 | 195'313 | 38'523 | 40'479 | 99.99% | 99.99% |
25.10.2019 | 3.28% | 0.26 | 0.27 | 200'000 | 200'000 | 199'894 | 200'000 | 60'120 | 62'148 | 100.00% | 100.00% |
24.10.2019 | 3.42% | 0.28 | 0.29 | 200'000 | 200'000 | 200'000 | 199'987 | 57'600 | 59'596 | 99.43% | 99.43% |
23.10.2019 | 2.44% | 0.38 | 0.39 | 200'000 | 200'000 | 200'000 | 200'000 | 81'260 | 83'260 | 99.99% | 99.99% |
22.10.2019 | 2.43% | 0.41 | 0.42 | 200'000 | 200'000 | 200'000 | 200'000 | 81'504 | 83'504 | 99.99% | 99.99% |