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 | 5.78% | 0.10 | 0.11 | 500'000 | 500'000 | 499'741 | 499'266 | 86'282 | 91'217 | 99.93% | 99.93% |
22.11.2019 | 3.74% | 0.28 | 0.29 | 500'000 | 500'000 | 499'715 | 499'653 | 132'646 | 137'644 | 99.60% | 99.60% |
21.11.2019 | 2.56% | 0.38 | 0.39 | 500'000 | 500'000 | 499'909 | 499'748 | 193'990 | 198'927 | 99.93% | 99.93% |
20.11.2019 | 2.73% | 0.32 | 0.33 | 500'000 | 500'000 | 499'538 | 499'728 | 182'249 | 187'351 | 99.79% | 99.79% |
19.11.2019 | 3.59% | 0.36 | 0.37 | 500'000 | 500'000 | 499'979 | 499'301 | 138'909 | 143'701 | 99.81% | 99.81% |
18.11.2019 | 2.62% | 0.40 | 0.41 | 500'000 | 500'000 | 499'840 | 499'672 | 190'290 | 195'228 | 99.86% | 99.86% |
15.11.2019 | 2.09% | 0.45 | 0.46 | 500'000 | 500'000 | 499'892 | 499'869 | 237'913 | 242'904 | 100.00% | 100.00% |
14.11.2019 | 1.81% | 0.61 | 0.62 | 500'000 | 500'000 | 499'693 | 500'000 | 274'015 | 279'200 | 100.00% | 100.00% |
13.11.2019 | 1.89% | 0.49 | 0.50 | 500'000 | 500'000 | 499'926 | 499'924 | 264'240 | 269'243 | 100.00% | 100.00% |