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 | - | - |
30.10.2019 | 0.50% | 99.90 | 100.40 | 500'000 | 500'000 | 500'000 | 500'000 | 499'500 | 502'000 | 100.00% | 100.00% |
29.10.2019 | 0.50% | 99.90 | 100.40 | 500'000 | 500'000 | 500'000 | 500'000 | 499'500 | 502'000 | 82.94% | 82.94% |
28.10.2019 | 0.50% | 99.90 | 100.40 | 470'000 | 500'000 | 470'636 | 500'000 | 470'083 | 501'912 | 100.00% | 100.00% |
25.10.2019 | 0.50% | 99.40 | 99.90 | 500'000 | 500'000 | 500'000 | 500'000 | 496'826 | 499'326 | 99.76% | 99.76% |
24.10.2019 | 0.50% | 99.25 | 99.75 | 300'000 | 500'000 | 313'699 | 500'000 | 310'811 | 497'929 | 100.00% | 100.00% |
23.10.2019 | 0.51% | 98.70 | 99.20 | 500'000 | 500'000 | 500'000 | 500'000 | 493'246 | 495'746 | 100.00% | 100.00% |
22.10.2019 | 0.50% | 98.95 | 99.45 | 500'000 | 500'000 | 500'000 | 500'000 | 494'894 | 497'394 | 94.62% | 94.62% |
21.10.2019 | 0.50% | 99.25 | 99.75 | 500'000 | 500'000 | 500'000 | 500'000 | 496'175 | 498'675 | 100.00% | 100.00% |
18.10.2019 | 0.51% | 98.50 | 99.00 | 500'000 | 500'000 | 500'000 | 500'000 | 493'696 | 496'196 | 100.00% | 100.00% |