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 | - | - |
06.11.2019 | 3.71% | 0.25 | 0.26 | 744'500 | 750'000 | 749'807 | 749'942 | 200'947 | 208'493 | 98.07% | 98.07% |
05.11.2019 | 3.18% | 0.31 | 0.32 | 750'000 | 750'000 | 749'934 | 749'956 | 233'357 | 240'864 | 98.89% | 98.89% |
04.11.2019 | 2.76% | 0.31 | 0.32 | 750'000 | 750'000 | 749'995 | 749'903 | 277'315 | 284'781 | 99.40% | 99.40% |
01.11.2019 | 1.30% | 0.72 | 0.73 | 750'000 | 750'000 | 750'000 | 749'998 | 575'120 | 582'619 | 96.35% | 96.35% |
31.10.2019 | 1.12% | 0.90 | 0.91 | 750'000 | 750'000 | 750'000 | 750'000 | 668'375 | 675'875 | 99.37% | 99.37% |
30.10.2019 | 1.17% | 0.86 | 0.87 | 750'000 | 750'000 | 750'000 | 750'000 | 639'915 | 647'415 | 99.44% | 99.44% |
29.10.2019 | 1.23% | 0.79 | 0.80 | 750'000 | 750'000 | 749'956 | 750'000 | 607'834 | 615'369 | 98.85% | 98.85% |
28.10.2019 | 1.29% | 0.75 | 0.76 | 750'000 | 750'000 | 750'000 | 749'979 | 581'402 | 588'886 | 100.00% | 100.00% |
25.10.2019 | 1.02% | 0.90 | 0.91 | 750'000 | 750'000 | 749'999 | 749'992 | 731'614 | 739'108 | 100.00% | 100.00% |