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 | - | - |
04.11.2019 | 35.59% | 0.08 | 0.15 | 200'000 | 200'000 | 200'000 | 200'000 | 29'074 | 41'106 | 100.00% | 100.00% |
01.11.2019 | 14.07% | 0.36 | 0.42 | 200'000 | 200'000 | 200'000 | 200'000 | 80'696 | 92'696 | 100.00% | 100.00% |
31.10.2019 | 12.11% | 0.53 | 0.59 | 200'000 | 200'000 | 200'000 | 200'000 | 94'473 | 106'473 | 100.00% | 100.00% |
30.10.2019 | 13.58% | 0.42 | 0.48 | 200'000 | 200'000 | 200'000 | 200'000 | 82'462 | 94'462 | 98.68% | 98.68% |
29.10.2019 | 15.81% | 0.34 | 0.40 | 200'000 | 200'000 | 200'000 | 200'000 | 69'980 | 81'980 | 99.10% | 99.10% |
28.10.2019 | 14.29% | 0.34 | 0.40 | 200'000 | 200'000 | 200'000 | 200'000 | 78'434 | 90'434 | 100.00% | 100.00% |
25.10.2019 | 11.04% | 0.46 | 0.52 | 200'000 | 200'000 | 200'000 | 200'000 | 102'772 | 114'772 | 100.00% | 100.00% |
24.10.2019 | 12.08% | 0.48 | 0.54 | 200'000 | 200'000 | 200'000 | 200'000 | 93'506 | 105'506 | 99.86% | 99.86% |
23.10.2019 | 9.90% | 0.49 | 0.55 | 200'000 | 200'000 | 200'000 | 200'000 | 115'477 | 127'477 | 100.00% | 100.00% |