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 | - | - |
18.11.2019 | 14.95% | 0.17 | 0.19 | 100'000 | 100'000 | 100'000 | 100'000 | 13'233 | 15'233 | 99.78% | 99.78% |
15.11.2019 | 14.42% | 0.11 | 0.13 | 100'000 | 100'000 | 100'000 | 100'000 | 13'035 | 15'035 | 100.00% | 100.00% |
14.11.2019 | 12.58% | 0.15 | 0.17 | 100'000 | 100'000 | 99'420 | 99'420 | 15'159 | 17'155 | 99.72% | 99.72% |
13.11.2019 | 13.92% | 0.12 | 0.14 | 100'000 | 100'000 | 98'482 | 98'486 | 14'347 | 16'342 | 100.00% | 100.00% |
12.11.2019 | 25.22% | 0.03 | 0.05 | 100'000 | 100'000 | 100'000 | 100'000 | 7'455 | 9'455 | 99.97% | 99.97% |
11.11.2019 | 11.86% | 0.14 | 0.16 | 100'000 | 100'000 | 100'000 | 100'000 | 16'084 | 18'084 | 96.84% | 96.84% |
08.11.2019 | 23.61% | 0.09 | 0.15 | 25'000 | 25'000 | 88'931 | 88'931 | 8'456 | 10'391 | 97.85% | 97.85% |
07.11.2019 | 25.63% | 0.06 | 0.08 | 100'000 | 100'000 | 100'000 | 99'999 | 6'993 | 8'997 | 100.00% | 100.00% |
06.11.2019 | 9.74% | 0.18 | 0.20 | 100'000 | 100'000 | 100'000 | 100'000 | 19'662 | 21'662 | 99.84% | 99.84% |