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 | - | - |
15.11.2019 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
14.11.2019 | 1.00% | 98.60 | 99.60 | 100'000 | 100'000 | 100'000 | 100'000 | 98'840 | 99'838 | 100.00% | 100.00% |
13.11.2019 | 1.01% | 98.25 | 99.25 | 100'000 | 100'000 | 100'000 | 100'000 | 98'399 | 99'399 | 98.74% | 98.74% |
12.11.2019 | 1.01% | 99.35 | 100.40 | 100'000 | 100'000 | 100'000 | 100'000 | 99'265 | 100'272 | 100.00% | 100.00% |
11.11.2019 | 1.00% | 99.30 | 100.30 | 100'000 | 100'000 | 100'000 | 100'000 | 99'051 | 100'051 | 96.14% | 96.14% |
08.11.2019 | 1.00% | 99.20 | 100.20 | 100'000 | 100'000 | 100'000 | 100'000 | 99'169 | 100'161 | 99.58% | 99.58% |
07.11.2019 | 1.00% | 99.40 | 100.40 | 100'000 | 100'000 | 100'000 | 100'000 | 99'183 | 100'180 | 100.00% | 100.00% |
06.11.2019 | 1.01% | 98.95 | 99.95 | 100'000 | 100'000 | 100'000 | 100'000 | 98'725 | 99'725 | 99.74% | 99.74% |
05.11.2019 | 1.01% | 98.55 | 99.55 | 100'000 | 100'000 | 100'000 | 100'000 | 98'240 | 99'240 | 78.74% | 78.74% |