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 | 1.93% | 0.47 | 0.48 | 750'000 | 750'000 | 749'989 | 749'934 | 387'650 | 395'125 | 98.81% | 98.81% |
22.10.2019 | 1.91% | 0.52 | 0.53 | 750'000 | 750'000 | 750'000 | 750'000 | 390'495 | 397'995 | 99.43% | 99.43% |
21.10.2019 | 1.67% | 0.51 | 0.52 | 750'000 | 750'000 | 749'955 | 749'953 | 450'135 | 457'635 | 99.36% | 99.36% |
18.10.2019 | 1.28% | 0.81 | 0.82 | 750'000 | 750'000 | 749'970 | 749'980 | 583'599 | 591'108 | 100.00% | 100.00% |
17.10.2019 | 1.49% | 0.69 | 0.70 | 750'000 | 750'000 | 750'000 | 749'991 | 503'547 | 511'041 | 97.51% | 97.51% |
16.10.2019 | 1.26% | 0.73 | 0.74 | 750'000 | 750'000 | 750'000 | 749'996 | 591'916 | 599'414 | 93.41% | 93.41% |
15.10.2019 | 0.99% | 0.78 | 0.79 | 750'000 | 750'000 | 749'992 | 749'989 | 759'044 | 766'539 | 95.02% | 95.02% |
14.10.2019 | 0.79% | 1.17 | 1.18 | 750'000 | 750'000 | 750'000 | 750'000 | 944'484 | 951'984 | 95.28% | 95.28% |
11.10.2019 | 0.71% | 1.24 | 1.25 | 750'000 | 750'000 | 750'000 | 749'978 | 1'052'580 | 1'060'050 | 94.62% | 94.62% |