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 | 5.60% | 0.14 | 0.15 | 50'000 | 50'000 | 291'233 | 291'233 | 51'592 | 54'504 | 89.06% | 99.98% |
15.10.2019 | 3.40% | 0.17 | 0.18 | 50'000 | 300'000 | 299'984 | 300'000 | 88'096 | 91'100 | 95.05% | 99.99% |
14.10.2019 | 2.40% | 0.36 | 0.37 | 300'000 | 300'000 | 300'000 | 300'000 | 123'830 | 126'830 | 99.99% | 99.99% |
11.10.2019 | 2.10% | 0.39 | 0.40 | 300'000 | 300'000 | 300'000 | 300'000 | 143'507 | 146'507 | 99.76% | 99.99% |
10.10.2019 | 1.26% | 0.69 | 0.70 | 300'000 | 300'000 | 300'000 | 300'000 | 237'148 | 240'148 | 99.98% | 99.98% |
09.10.2019 | 1.23% | 0.81 | 0.82 | 300'000 | 300'000 | 300'000 | 300'000 | 243'229 | 246'229 | 100.00% | 100.00% |
08.10.2019 | 1.11% | 0.89 | 0.90 | 300'000 | 300'000 | 300'000 | 300'000 | 270'443 | 273'443 | 99.99% | 99.99% |
07.10.2019 | 1.14% | 0.80 | 0.81 | 300'000 | 300'000 | 300'000 | 300'000 | 260'930 | 263'930 | 100.00% | 100.00% |
04.10.2019 | 1.02% | 0.92 | 0.93 | 300'000 | 300'000 | 300'000 | 300'000 | 292'300 | 295'300 | 99.99% | 99.99% |