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 | - | - |
25.11.2019 | 15.13% | 0.32 | 0.38 | 200'000 | 200'000 | 200'000 | 200'000 | 73'531 | 85'531 | 100.00% | 100.00% |
22.11.2019 | 10.57% | 0.56 | 0.62 | 200'000 | 200'000 | 200'000 | 200'000 | 107'726 | 119'726 | 100.00% | 100.00% |
21.11.2019 | 9.69% | 0.61 | 0.67 | 200'000 | 200'000 | 200'000 | 200'000 | 118'083 | 130'083 | 99.75% | 99.75% |
20.11.2019 | 10.08% | 0.49 | 0.55 | 200'000 | 200'000 | 200'000 | 200'000 | 113'553 | 125'553 | 100.00% | 100.00% |
19.11.2019 | 15.60% | 0.45 | 0.51 | 200'000 | 200'000 | 200'000 | 200'000 | 71'478 | 83'478 | 100.00% | 100.00% |
18.11.2019 | 18.35% | 0.37 | 0.43 | 200'000 | 200'000 | 200'000 | 200'000 | 60'858 | 72'858 | 100.00% | 100.00% |
15.11.2019 | 13.69% | 0.35 | 0.41 | 200'000 | 200'000 | 200'000 | 200'000 | 81'865 | 93'865 | 99.86% | 99.86% |
14.11.2019 | 9.90% | 0.58 | 0.64 | 200'000 | 200'000 | 200'000 | 200'000 | 115'273 | 127'273 | 100.00% | 100.00% |
13.11.2019 | 12.08% | 0.46 | 0.52 | 200'000 | 200'000 | 200'000 | 200'000 | 93'895 | 105'895 | 98.58% | 98.58% |