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 | - | - |
16.11.2018 | 80.09% | 0.02 | 0.04 | 780'000 | 780'000 | 780'000 | 780'000 | 13'065 | 27'599 | 97.79% | 97.79% |
15.11.2018 | 23.48% | 0.02 | 0.03 | 690'000 | 690'000 | 690'000 | 690'000 | 28'570 | 35'470 | 96.87% | 96.87% |
14.11.2018 | 19.33% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 25'274 | 30'274 | 96.76% | 96.76% |
13.11.2018 | 17.02% | 0.06 | 0.07 | 490'000 | 490'000 | 490'000 | 490'000 | 27'105 | 32'005 | 95.90% | 95.90% |
12.11.2018 | 12.86% | 0.07 | 0.08 | 480'000 | 480'000 | 480'000 | 480'000 | 35'094 | 39'894 | 100.00% | 100.00% |
09.11.2018 | 11.30% | 0.09 | 0.10 | 540'000 | 540'000 | 540'000 | 540'000 | 45'238 | 50'638 | 98.65% | 98.65% |
08.11.2018 | 15.39% | 0.07 | 0.08 | 620'000 | 620'000 | 620'000 | 620'000 | 37'474 | 43'674 | 88.11% | 88.11% |
07.11.2018 | 17.57% | 0.05 | 0.06 | 630'000 | 630'000 | 640'090 | 640'090 | 33'657 | 40'058 | 85.38% | 85.38% |
06.11.2018 | 16.97% | 0.06 | 0.07 | 670'000 | 670'000 | 670'000 | 670'000 | 36'266 | 42'966 | 91.38% | 91.38% |