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 | 10.64% | 0.13 | 0.14 | 200'000 | 200'000 | 200'000 | 200'000 | 34'320 | 38'532 | 100.00% | 100.00% |
11.10.2019 | 20.14% | 0.13 | 0.18 | 200'000 | 200'000 | 200'000 | 200'000 | 44'471 | 53'546 | 100.00% | 100.00% |
10.10.2019 | 8.09% | 0.43 | 0.48 | 200'000 | 200'000 | 200'000 | 200'000 | 105'814 | 114'625 | 100.00% | 100.00% |
09.10.2019 | 5.80% | 0.59 | 0.60 | 200'000 | 200'000 | 199'998 | 200'000 | 114'740 | 121'455 | 98.82% | 98.82% |
08.10.2019 | 1.55% | 0.66 | 0.67 | 200'000 | 200'000 | 199'982 | 199'990 | 133'665 | 135'763 | 99.85% | 99.85% |
07.10.2019 | 1.57% | 0.57 | 0.58 | 200'000 | 200'000 | 199'999 | 199'999 | 126'870 | 128'870 | 99.72% | 99.72% |
04.10.2019 | 1.48% | 0.69 | 0.70 | 200'000 | 200'000 | 200'000 | 200'000 | 144'923 | 147'080 | 98.76% | 98.76% |
03.10.2019 | 1.75% | 0.70 | 0.73 | 100'000 | 100'000 | 99'998 | 99'992 | 74'204 | 75'521 | 99.99% | 99.99% |
02.10.2019 | 1.76% | 0.71 | 0.72 | 200'000 | 200'000 | 199'998 | 200'000 | 113'430 | 115'431 | 99.65% | 99.65% |