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 | 1.91% | 0.46 | 0.47 | 750'000 | 750'000 | 749'997 | 749'990 | 392'259 | 399'756 | 93.86% | 93.86% |
15.10.2019 | 1.36% | 0.51 | 0.52 | 750'000 | 750'000 | 749'994 | 749'981 | 554'784 | 562'275 | 95.15% | 95.15% |
14.10.2019 | 1.01% | 0.90 | 0.91 | 750'000 | 750'000 | 749'995 | 750'000 | 737'622 | 745'126 | 95.06% | 95.06% |
11.10.2019 | 0.90% | 0.94 | 0.95 | 750'000 | 750'000 | 750'000 | 749'963 | 839'434 | 846'895 | 94.48% | 94.48% |
10.10.2019 | 0.58% | 1.54 | 1.55 | 750'000 | 750'000 | 749'996 | 749'967 | 1'292'050 | 1'299'500 | 97.89% | 97.89% |
09.10.2019 | 0.57% | 1.77 | 1.78 | 750'000 | 745'000 | 749'970 | 749'712 | 1'322'730 | 1'329'780 | 96.63% | 96.63% |
08.10.2019 | 0.52% | 1.94 | 1.95 | 750'000 | 750'000 | 750'000 | 750'000 | 1'454'250 | 1'461'750 | 93.29% | 93.29% |
07.10.2019 | 0.53% | 1.76 | 1.77 | 750'000 | 750'000 | 750'000 | 749'999 | 1'407'580 | 1'415'080 | 98.73% | 98.73% |
04.10.2019 | 0.48% | 1.99 | 2.00 | 750'000 | 750'000 | 750'000 | 749'981 | 1'563'860 | 1'571'320 | 99.19% | 99.19% |