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 | - | - |
23.10.2019 | 2.58% | 0.34 | 0.35 | 750'000 | 750'000 | 750'000 | 749'990 | 289'842 | 297'338 | 98.65% | 98.65% |
22.10.2019 | 2.54% | 0.40 | 0.41 | 750'000 | 750'000 | 749'952 | 749'965 | 293'258 | 300'758 | 99.40% | 99.40% |
21.10.2019 | 2.14% | 0.38 | 0.39 | 750'000 | 750'000 | 749'974 | 749'966 | 353'281 | 360'774 | 99.35% | 99.35% |
18.10.2019 | 1.56% | 0.66 | 0.67 | 750'000 | 750'000 | 749'977 | 749'992 | 479'130 | 486'640 | 100.00% | 100.00% |
17.10.2019 | 1.89% | 0.56 | 0.57 | 750'000 | 750'000 | 749'994 | 749'989 | 398'973 | 406'469 | 97.50% | 97.50% |
16.10.2019 | 1.54% | 0.59 | 0.60 | 750'000 | 750'000 | 750'000 | 749'983 | 486'333 | 493'823 | 93.65% | 93.65% |
15.10.2019 | 1.12% | 0.67 | 0.68 | 750'000 | 750'000 | 750'000 | 749'979 | 670'196 | 677'682 | 94.83% | 94.83% |
14.10.2019 | 0.88% | 1.04 | 1.05 | 750'000 | 750'000 | 750'000 | 750'000 | 853'496 | 860'996 | 95.02% | 95.02% |
11.10.2019 | 0.79% | 1.11 | 1.12 | 750'000 | 750'000 | 750'000 | 750'000 | 957'066 | 964'566 | 94.31% | 94.31% |