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 | - | - |
16.10.2019 | 1.54% | 0.58 | 0.59 | 250'000 | 250'000 | 250'000 | 250'000 | 162'100 | 164'600 | 98.18% | 98.18% |
15.10.2019 | 1.16% | 0.63 | 0.64 | 250'000 | 250'000 | 249'989 | 249'996 | 216'040 | 218'545 | 99.52% | 99.52% |
14.10.2019 | 0.90% | 1.02 | 1.03 | 250'000 | 250'000 | 249'983 | 249'997 | 278'602 | 281'119 | 90.43% | 90.43% |
11.10.2019 | 0.81% | 1.07 | 1.08 | 250'000 | 250'000 | 250'000 | 249'986 | 309'869 | 312'352 | 99.91% | 99.91% |
10.10.2019 | 0.53% | 1.67 | 1.68 | 250'000 | 250'000 | 249'993 | 249'994 | 468'499 | 471'001 | 89.45% | 89.45% |
09.10.2019 | 0.52% | 1.91 | 1.92 | 250'000 | 250'000 | 249'997 | 249'994 | 477'035 | 479'529 | 97.69% | 97.69% |
08.10.2019 | 0.48% | 2.07 | 2.08 | 250'000 | 250'000 | 249'991 | 249'996 | 521'623 | 524'135 | 99.56% | 99.56% |
07.10.2019 | 0.49% | 1.89 | 1.90 | 250'000 | 250'000 | 249'993 | 249'990 | 505'451 | 507'946 | 100.00% | 100.00% |
04.10.2019 | 0.45% | 2.13 | 2.14 | 250'000 | 250'000 | 250'000 | 249'997 | 557'879 | 560'371 | 99.53% | 99.53% |