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 | - | - |
28.10.2019 | 1.29% | 76.05 | 77.05 | 100'000 | 100'000 | 100'000 | 100'000 | 77'073 | 78'073 | 91.41% | 91.41% |
25.10.2019 | 1.29% | 77.75 | 78.75 | 100'000 | 100'000 | 99'999 | 100'000 | 77'169 | 78'170 | 95.66% | 95.66% |
24.10.2019 | 1.29% | 77.35 | 78.35 | 100'000 | 100'000 | 100'000 | 100'000 | 77'190 | 78'190 | 71.06% | 71.06% |
23.10.2019 | 1.34% | 75.60 | 76.60 | 100'000 | 100'000 | 100'000 | 100'000 | 74'365 | 75'365 | 84.93% | 84.93% |
22.10.2019 | 1.38% | 71.80 | 72.80 | 100'000 | 100'000 | 100'000 | 100'000 | 72'228 | 73'228 | 68.39% | 68.39% |
21.10.2019 | 1.35% | 74.10 | 75.10 | 100'000 | 100'000 | 100'000 | 100'000 | 73'714 | 74'714 | 100.00% | 100.00% |
18.10.2019 | 1.39% | 70.50 | 71.50 | 100'000 | 100'000 | 100'000 | 100'000 | 71'340 | 72'340 | 95.91% | 95.91% |
17.10.2019 | 1.35% | 74.05 | 75.05 | 100'000 | 100'000 | 100'000 | 100'000 | 73'506 | 74'506 | 100.00% | 100.00% |
16.10.2019 | 1.31% | 75.15 | 76.15 | 100'000 | 100'000 | 100'000 | 100'000 | 75'830 | 76'830 | 100.00% | 100.00% |