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 | 2.72% | 0.32 | 0.33 | 750'000 | 750'000 | 750'000 | 749'987 | 274'536 | 282'032 | 98.84% | 98.84% |
22.10.2019 | 2.68% | 0.37 | 0.38 | 750'000 | 750'000 | 749'995 | 750'000 | 277'252 | 284'754 | 99.43% | 99.43% |
21.10.2019 | 2.23% | 0.36 | 0.37 | 750'000 | 750'000 | 749'986 | 750'000 | 340'639 | 348'148 | 99.50% | 99.50% |
18.10.2019 | 1.58% | 0.66 | 0.67 | 750'000 | 750'000 | 750'000 | 749'960 | 474'105 | 481'580 | 100.00% | 100.00% |
17.10.2019 | 1.92% | 0.55 | 0.56 | 750'000 | 750'000 | 749'966 | 750'000 | 393'621 | 401'139 | 97.44% | 97.44% |
16.10.2019 | 1.55% | 0.58 | 0.59 | 750'000 | 750'000 | 750'000 | 750'000 | 482'368 | 489'868 | 94.44% | 94.44% |
15.10.2019 | 1.17% | 0.63 | 0.64 | 750'000 | 750'000 | 750'000 | 750'000 | 644'741 | 652'241 | 94.99% | 94.99% |
14.10.2019 | 0.90% | 1.02 | 1.03 | 750'000 | 750'000 | 750'000 | 749'999 | 827'474 | 834'972 | 95.47% | 95.47% |
11.10.2019 | 0.81% | 1.07 | 1.08 | 750'000 | 750'000 | 750'000 | 750'000 | 929'374 | 936'874 | 94.54% | 94.54% |