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 | - | - |
22.10.2019 | 6.71% | 0.19 | 0.26 | 750'000 | 750'000 | 749'998 | 749'980 | 135'668 | 145'094 | 99.40% | 99.40% |
21.10.2019 | 5.41% | 0.18 | 0.26 | 750'000 | 750'000 | 749'988 | 749'960 | 190'138 | 199'731 | 99.42% | 99.42% |
18.10.2019 | 2.38% | 0.45 | 0.46 | 750'000 | 750'000 | 749'993 | 749'991 | 314'281 | 321'780 | 100.00% | 100.00% |
17.10.2019 | 3.38% | 0.34 | 0.35 | 750'000 | 750'000 | 749'961 | 749'974 | 233'810 | 241'316 | 97.30% | 97.30% |
16.10.2019 | 2.33% | 0.37 | 0.38 | 750'000 | 750'000 | 749'999 | 749'964 | 320'924 | 328'409 | 94.10% | 94.10% |
15.10.2019 | 1.54% | 0.41 | 0.42 | 750'000 | 750'000 | 749'987 | 749'978 | 493'332 | 500'832 | 94.80% | 94.80% |
14.10.2019 | 1.10% | 0.82 | 0.83 | 750'000 | 750'000 | 750'000 | 750'000 | 677'828 | 685'328 | 94.98% | 94.98% |
11.10.2019 | 0.96% | 0.87 | 0.88 | 750'000 | 750'000 | 750'000 | 749'982 | 782'418 | 789'898 | 94.41% | 94.41% |
10.10.2019 | 0.61% | 1.46 | 1.47 | 750'000 | 750'000 | 750'000 | 749'909 | 1'234'210 | 1'241'560 | 97.86% | 97.86% |