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 | - | - |
01.11.2019 | 14.27% | 0.13 | 0.15 | 100'000 | 100'000 | 96'229 | 96'229 | 14'754 | 16'728 | 98.39% | 98.39% |
31.10.2019 | 13.47% | 0.21 | 0.23 | 100'000 | 100'000 | 82'426 | 82'426 | 17'560 | 19'442 | 99.77% | 99.77% |
30.10.2019 | 10.36% | 0.20 | 0.22 | 100'000 | 100'000 | 98'031 | 98'031 | 18'945 | 20'932 | 97.93% | 97.93% |
29.10.2019 | 11.54% | 0.16 | 0.18 | 50'000 | 50'000 | 49'504 | 49'504 | 8'361 | 9'358 | 99.58% | 99.58% |
28.10.2019 | 12.67% | 0.13 | 0.15 | 50'000 | 50'000 | 50'000 | 50'000 | 7'605 | 8'605 | 93.65% | 93.65% |
25.10.2019 | 8.81% | 0.22 | 0.24 | 50'000 | 50'000 | 46'901 | 46'901 | 11'936 | 12'915 | 98.69% | 98.69% |
24.10.2019 | 7.96% | 0.24 | 0.26 | 50'000 | 50'000 | 50'000 | 50'000 | 12'094 | 13'094 | 100.00% | 100.00% |
23.10.2019 | 5.45% | 0.34 | 0.36 | 50'000 | 50'000 | 50'000 | 50'000 | 17'912 | 18'912 | 91.50% | 91.50% |
22.10.2019 | 5.39% | 0.36 | 0.38 | 50'000 | 50'000 | 50'000 | 50'000 | 18'063 | 19'063 | 100.00% | 100.00% |