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 | - | - |
04.11.2019 | 1.00% | 70.62 | 71.33 | 500'000 | 500'000 | 524'580 | 524'580 | 368'271 | 371'960 | 100.00% | 100.00% |
01.11.2019 | 1.00% | 69.41 | 70.10 | 500'000 | 500'000 | 500'000 | 500'000 | 345'628 | 349'098 | 100.00% | 100.00% |
31.10.2019 | 1.00% | 69.54 | 70.24 | 500'000 | 500'000 | 500'000 | 500'000 | 344'978 | 348'434 | 97.83% | 97.83% |
30.10.2019 | 1.00% | 66.65 | 67.32 | 500'000 | 500'000 | 514'184 | 514'184 | 344'013 | 347'461 | 89.59% | 89.59% |
29.10.2019 | 1.00% | 65.78 | 66.44 | 750'000 | 750'000 | 750'000 | 750'000 | 492'813 | 497'763 | 100.00% | 100.00% |
28.10.2019 | 1.00% | 65.94 | 66.60 | 750'000 | 750'000 | 750'000 | 750'000 | 495'633 | 500'606 | 94.36% | 94.36% |
25.10.2019 | 1.00% | 66.11 | 66.78 | 750'000 | 750'000 | 699'289 | 699'289 | 464'673 | 469'340 | 99.27% | 99.27% |
24.10.2019 | 1.00% | 66.79 | 67.46 | 500'000 | 500'000 | 529'030 | 529'030 | 353'547 | 357'096 | 100.00% | 100.00% |
23.10.2019 | 1.00% | 66.32 | 66.99 | 750'000 | 750'000 | 750'000 | 750'000 | 492'848 | 497'789 | 100.00% | 100.00% |