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 | 21.07% | 0.14 | 0.16 | 250'000 | 250'000 | 249'986 | 250'000 | 30'694 | 37'533 | 98.67% | 98.67% |
29.10.2019 | 23.97% | 0.07 | 0.08 | 250'000 | 250'000 | 249'993 | 249'959 | 28'417 | 33'643 | 99.78% | 99.78% |
28.10.2019 | 6.28% | 0.12 | 0.13 | 250'000 | 250'000 | 249'983 | 249'944 | 46'074 | 48'592 | 100.00% | 100.00% |
25.10.2019 | 2.32% | 0.31 | 0.32 | 250'000 | 250'000 | 249'967 | 249'973 | 107'070 | 109'571 | 100.00% | 100.00% |
24.10.2019 | 2.38% | 0.44 | 0.45 | 250'000 | 250'000 | 249'920 | 249'983 | 104'049 | 106'575 | 100.00% | 100.00% |
23.10.2019 | 1.71% | 0.50 | 0.51 | 250'000 | 250'000 | 250'000 | 249'994 | 145'497 | 147'994 | 100.00% | 100.00% |
22.10.2019 | 2.27% | 0.41 | 0.42 | 250'000 | 250'000 | 250'000 | 249'947 | 109'585 | 112'063 | 100.00% | 100.00% |
21.10.2019 | 1.82% | 0.49 | 0.50 | 250'000 | 250'000 | 250'000 | 250'000 | 136'750 | 139'250 | 100.00% | 100.00% |
18.10.2019 | 1.79% | 0.58 | 0.59 | 250'000 | 250'000 | 250'000 | 249'871 | 138'903 | 141'329 | 100.00% | 100.00% |