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 | - | - |
25.10.2019 | 3.50% | 0.21 | 0.22 | 750'000 | 750'000 | 749'886 | 749'969 | 212'198 | 219'722 | 100.00% | 100.00% |
24.10.2019 | 3.87% | 0.25 | 0.26 | 750'000 | 750'000 | 749'984 | 749'945 | 192'013 | 199'501 | 93.95% | 93.95% |
23.10.2019 | 2.03% | 0.44 | 0.45 | 750'000 | 750'000 | 750'000 | 750'000 | 367'372 | 374'872 | 98.89% | 98.89% |
22.10.2019 | 2.01% | 0.50 | 0.51 | 750'000 | 750'000 | 750'000 | 750'000 | 370'887 | 378'387 | 99.40% | 99.40% |
21.10.2019 | 1.71% | 0.49 | 0.50 | 750'000 | 750'000 | 750'000 | 750'000 | 439'958 | 447'458 | 99.40% | 99.40% |
18.10.2019 | 1.32% | 0.79 | 0.80 | 750'000 | 750'000 | 750'000 | 749'999 | 567'703 | 575'203 | 100.00% | 100.00% |
17.10.2019 | 1.54% | 0.67 | 0.68 | 750'000 | 750'000 | 749'998 | 749'999 | 487'786 | 495'287 | 97.38% | 97.38% |
16.10.2019 | 1.30% | 0.70 | 0.71 | 750'000 | 750'000 | 750'000 | 750'000 | 575'222 | 582'722 | 94.13% | 94.13% |
15.10.2019 | 1.01% | 0.77 | 0.78 | 750'000 | 750'000 | 750'000 | 750'000 | 747'729 | 755'229 | 94.86% | 94.86% |