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 | - | - |
16.10.2019 | 10.62% | 0.14 | 0.20 | 50'000 | 12'500 | 58'578 | 58'511 | 12'028 | 13'070 | 97.53% | 97.53% |
15.10.2019 | 11.59% | 0.17 | 0.24 | 100'000 | 100'000 | 174'689 | 174'698 | 55'200 | 60'378 | 99.35% | 99.35% |
14.10.2019 | 4.51% | 0.40 | 0.41 | 200'000 | 200'000 | 200'000 | 200'000 | 87'611 | 91'823 | 100.00% | 100.00% |
11.10.2019 | 9.14% | 0.40 | 0.45 | 200'000 | 200'000 | 200'000 | 200'000 | 97'782 | 106'856 | 99.96% | 99.96% |
10.10.2019 | 5.44% | 0.69 | 0.74 | 200'000 | 200'000 | 200'000 | 200'000 | 158'898 | 167'709 | 100.00% | 100.00% |
09.10.2019 | 4.03% | 0.84 | 0.85 | 200'000 | 200'000 | 200'000 | 200'000 | 165'594 | 172'308 | 98.87% | 98.87% |
08.10.2019 | 1.12% | 0.92 | 0.93 | 200'000 | 200'000 | 200'000 | 200'000 | 184'535 | 186'619 | 99.85% | 99.85% |
07.10.2019 | 1.12% | 0.83 | 0.84 | 200'000 | 200'000 | 200'000 | 200'000 | 177'863 | 179'863 | 99.72% | 99.72% |
04.10.2019 | 1.10% | 0.94 | 0.95 | 200'000 | 200'000 | 200'000 | 200'000 | 195'968 | 198'126 | 98.70% | 98.70% |