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 | - | - |
14.10.2019 | 2.89% | 0.26 | 0.27 | 750'000 | 750'000 | 749'957 | 750'000 | 261'528 | 269'043 | 95.34% | 95.34% |
11.10.2019 | 2.12% | 0.32 | 0.33 | 750'000 | 750'000 | 749'926 | 749'969 | 370'651 | 378'180 | 94.48% | 94.48% |
10.10.2019 | 0.89% | 0.94 | 0.95 | 750'000 | 750'000 | 750'000 | 750'000 | 839'609 | 847'109 | 97.85% | 97.85% |
09.10.2019 | 0.86% | 1.17 | 1.18 | 750'000 | 750'000 | 750'000 | 750'000 | 869'225 | 876'725 | 95.63% | 95.63% |
08.10.2019 | 0.75% | 1.32 | 1.33 | 750'000 | 750'000 | 750'000 | 750'000 | 998'595 | 1'006'100 | 96.13% | 96.13% |
07.10.2019 | 0.79% | 1.15 | 1.16 | 750'000 | 750'000 | 750'000 | 749'996 | 952'676 | 960'172 | 98.69% | 98.69% |
04.10.2019 | 0.68% | 1.38 | 1.39 | 750'000 | 750'000 | 750'000 | 750'000 | 1'105'660 | 1'113'160 | 99.44% | 99.44% |
03.10.2019 | 0.66% | 1.46 | 1.47 | 375'000 | 375'000 | 722'474 | 722'474 | 1'087'030 | 1'094'250 | 95.59% | 95.59% |
02.10.2019 | 0.88% | 1.44 | 1.45 | 750'000 | 750'000 | 750'000 | 750'000 | 857'847 | 865'347 | 99.07% | 99.07% |