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 | 3.24% | 0.39 | 0.40 | 750'000 | 750'000 | 749'993 | 750'000 | 238'444 | 245'947 | 99.60% | 99.60% |
15.11.2019 | 3.18% | 0.27 | 0.28 | 750'000 | 750'000 | 749'997 | 749'986 | 234'498 | 241'995 | 99.36% | 99.36% |
14.11.2019 | 2.78% | 0.36 | 0.37 | 750'000 | 750'000 | 749'998 | 749'992 | 267'387 | 274'885 | 100.00% | 100.00% |
13.11.2019 | 2.94% | 0.29 | 0.30 | 750'000 | 750'000 | 750'000 | 750'000 | 258'033 | 265'533 | 98.56% | 98.56% |
12.11.2019 | 5.86% | 0.14 | 0.20 | 750'000 | 750'000 | 749'976 | 750'000 | 153'837 | 162'507 | 99.81% | 99.81% |
11.11.2019 | 2.66% | 0.33 | 0.34 | 750'000 | 750'000 | 749'939 | 749'858 | 280'810 | 288'285 | 98.57% | 98.57% |
08.11.2019 | 3.77% | 0.29 | 0.30 | 750'000 | 750'000 | 749'998 | 749'964 | 197'716 | 205'207 | 99.24% | 99.24% |
07.11.2019 | 4.50% | 0.19 | 0.20 | 750'000 | 750'000 | 749'954 | 749'918 | 164'464 | 171'956 | 98.78% | 98.78% |
06.11.2019 | 2.09% | 0.46 | 0.47 | 750'000 | 750'000 | 749'998 | 749'996 | 357'221 | 364'720 | 98.21% | 98.21% |