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 | - | - |
04.11.2019 | - | 115.80 | - | 100'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 21.67% |
01.11.2019 | - | 114.90 | - | 300'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 96.19% |
31.10.2019 | - | 114.20 | - | 300'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.37% |
30.10.2019 | 0.87% | 114.00 | 115.00 | 300'000 | 300'000 | 300'000 | 300'000 | 341'839 | 344'839 | 52.74% | 54.31% |
29.10.2019 | 0.87% | 113.80 | 114.90 | 700'000 | 300'000 | 599'014 | 300'000 | 681'677 | 344'400 | 0.34% | 21.96% |
28.10.2019 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
25.10.2019 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
24.10.2019 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
23.10.2019 | 0.89% | 112.40 | 113.40 | 300'000 | 300'000 | 288'352 | 300'000 | 323'675 | 339'758 | 94.32% | 94.42% |