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 | - | - |
14.10.2019 | 1.03% | 96.00 | 97.00 | 250'000 | 50'000 | 250'000 | 50'000 | 240'526 | 48'605 | 49.51% | 100.00% |
11.10.2019 | 1.03% | 96.50 | 97.50 | 250'000 | 50'000 | 250'000 | 50'000 | 240'366 | 48'573 | 100.00% | 100.00% |
10.10.2019 | 1.07% | 93.70 | 94.70 | 250'000 | 50'000 | 250'000 | 50'000 | 231'670 | 46'834 | 100.00% | 100.00% |
09.10.2019 | 1.08% | 91.50 | 92.50 | 250'000 | 50'000 | 250'000 | 50'000 | 229'692 | 46'438 | 100.00% | 100.00% |
08.10.2019 | 1.09% | 91.80 | 92.80 | 250'000 | 50'000 | 250'000 | 50'000 | 228'981 | 46'296 | 97.72% | 97.72% |
07.10.2019 | 1.07% | 93.10 | 94.10 | 250'000 | 50'000 | 250'000 | 50'000 | 231'604 | 46'821 | 99.00% | 99.00% |
04.10.2019 | 1.08% | 92.30 | 93.30 | 250'000 | 50'000 | 250'000 | 50'000 | 229'618 | 46'424 | 99.85% | 99.85% |
03.10.2019 | 1.08% | 92.70 | 93.70 | 250'000 | 50'000 | 250'000 | 50'000 | 231'129 | 46'726 | 98.86% | 98.86% |
02.10.2019 | 1.05% | 93.90 | 94.90 | 250'000 | 50'000 | 250'000 | 50'000 | 236'798 | 47'860 | 100.00% | 100.00% |