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 | 65.69% | 0.04 | 0.26 | 75'000 | 75'000 | 35'985 | 35'985 | 4'357 | 8'784 | 98.18% | 98.18% |
14.11.2019 | 3.40% | 0.28 | 0.29 | 75'000 | 75'000 | 36'688 | 36'702 | 10'453 | 10'824 | 100.00% | 100.00% |
13.11.2019 | 2.59% | 0.32 | 0.33 | 75'000 | 75'000 | 36'668 | 36'665 | 13'379 | 13'742 | 100.00% | 100.00% |
12.11.2019 | 4.03% | 0.22 | 0.26 | 75'000 | 75'000 | 36'702 | 36'644 | 10'202 | 10'710 | 100.00% | 100.00% |
11.11.2019 | 2.36% | 0.40 | 0.41 | 75'000 | 75'000 | 36'698 | 36'698 | 15'173 | 15'540 | 100.00% | 100.00% |
08.11.2019 | 2.49% | 0.40 | 0.41 | 75'000 | 75'000 | 36'698 | 36'698 | 14'827 | 15'193 | 100.00% | 100.00% |
07.11.2019 | 2.91% | 0.30 | 0.31 | 75'000 | 75'000 | 36'701 | 36'689 | 11'935 | 12'298 | 100.00% | 100.00% |
06.11.2019 | 1.96% | 0.52 | 0.53 | 75'000 | 75'000 | 36'696 | 36'696 | 18'815 | 19'182 | 100.00% | 100.00% |
05.11.2019 | 2.29% | 0.50 | 0.51 | 75'000 | 75'000 | 36'697 | 36'697 | 16'953 | 17'320 | 100.00% | 100.00% |