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 | 1.92% | 0.44 | 0.45 | 750'000 | 750'000 | 750'000 | 749'994 | 387'445 | 394'941 | 100.00% | 100.00% |
24.10.2019 | 2.03% | 0.48 | 0.49 | 750'000 | 750'000 | 749'996 | 749'919 | 367'003 | 374'464 | 93.86% | 93.86% |
23.10.2019 | 1.38% | 0.67 | 0.68 | 750'000 | 750'000 | 750'000 | 750'000 | 542'307 | 549'807 | 98.82% | 98.82% |
22.10.2019 | 1.37% | 0.73 | 0.74 | 750'000 | 750'000 | 750'000 | 750'000 | 544'909 | 552'409 | 99.43% | 99.43% |
21.10.2019 | 1.24% | 0.72 | 0.73 | 750'000 | 750'000 | 750'000 | 750'000 | 604'017 | 611'517 | 99.50% | 99.50% |
18.10.2019 | 1.01% | 1.02 | 1.03 | 750'000 | 750'000 | 750'000 | 750'000 | 737'621 | 745'121 | 100.00% | 100.00% |
17.10.2019 | 1.14% | 0.90 | 0.91 | 750'000 | 750'000 | 750'000 | 750'000 | 657'671 | 665'171 | 97.16% | 97.16% |
16.10.2019 | 1.00% | 0.93 | 0.94 | 750'000 | 750'000 | 750'000 | 750'000 | 746'753 | 754'253 | 93.75% | 93.75% |
15.10.2019 | 0.82% | 0.99 | 1.00 | 750'000 | 750'000 | 750'000 | 749'997 | 913'780 | 921'277 | 95.05% | 95.05% |