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 | - | - |
06.11.2019 | - | 0.10 | - | 500'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
05.11.2019 | - | 0.10 | - | 500'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 98.39% |
04.11.2019 | 5.64% | 0.09 | 0.18 | 500'000 | 50'000 | 294'963 | 50'000 | 50'849 | 9'126 | 12.01% | 99.93% |
01.11.2019 | 2.73% | 0.31 | 0.32 | 170'000 | 100'000 | 126'804 | 66'572 | 50'829 | 26'809 | 97.85% | 97.85% |
31.10.2019 | 2.06% | 0.60 | 0.61 | 100'000 | 100'000 | 111'975 | 67'192 | 54'208 | 34'910 | 98.66% | 98.66% |
30.10.2019 | 2.04% | 0.53 | 0.54 | 100'000 | 100'000 | 101'818 | 67'184 | 51'802 | 35'253 | 97.49% | 97.49% |
29.10.2019 | 1.93% | 0.51 | 0.52 | 100'000 | 100'000 | 102'668 | 66'972 | 52'928 | 34'745 | 100.00% | 100.00% |
28.10.2019 | 1.87% | 0.53 | 0.54 | 100'000 | 100'000 | 99'359 | 66'971 | 52'536 | 35'574 | 100.00% | 100.00% |
25.10.2019 | 1.32% | 0.65 | 0.66 | 100'000 | 100'000 | 76'770 | 61'283 | 57'737 | 46'403 | 95.07% | 95.07% |