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 | - | - |
25.10.2019 | 17.29% | 0.07 | 0.25 | 75'000 | 75'000 | 46'066 | 46'066 | 8'591 | 10'829 | 100.00% | 100.00% |
24.10.2019 | 23.17% | 0.22 | 0.25 | 75'000 | 75'000 | 46'057 | 46'064 | 10'418 | 11'847 | 100.00% | 100.00% |
23.10.2019 | 2.67% | 0.30 | 0.31 | 75'000 | 75'000 | 45'995 | 46'063 | 16'163 | 16'650 | 100.00% | 100.00% |
22.10.2019 | 14.04% | 0.19 | 0.25 | 75'000 | 75'000 | 46'017 | 46'048 | 9'178 | 10'787 | 100.00% | 100.00% |
21.10.2019 | 2.97% | 0.28 | 0.29 | 75'000 | 70'000 | 46'059 | 45'754 | 14'753 | 15'113 | 100.00% | 100.00% |
18.10.2019 | 2.85% | 0.37 | 0.38 | 75'000 | 75'000 | 46'020 | 46'025 | 16'723 | 17'185 | 100.00% | 100.00% |
17.10.2019 | 3.12% | 0.31 | 0.32 | 75'000 | 75'000 | 45'489 | 45'501 | 13'614 | 14'075 | 98.99% | 98.99% |
16.10.2019 | 2.35% | 0.37 | 0.38 | 75'000 | 75'000 | 45'894 | 45'895 | 19'233 | 19'693 | 98.74% | 98.74% |
15.10.2019 | 1.85% | 0.36 | 0.37 | 75'000 | 75'000 | 44'029 | 43'995 | 22'090 | 22'513 | 96.68% | 96.68% |