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 | - | - |
17.10.2019 | 0.68% | 1.44 | 1.45 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'476'260 | 1'486'260 | 99.92% | 99.92% |
16.10.2019 | 0.67% | 1.44 | 1.45 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'487'620 | 1'497'620 | 99.94% | 99.94% |
15.10.2019 | 0.71% | 1.52 | 1.53 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'404'780 | 1'414'780 | 99.43% | 99.43% |
14.10.2019 | 0.78% | 1.35 | 1.36 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'271'940 | 1'281'940 | 93.43% | 93.43% |
11.10.2019 | 0.73% | 1.43 | 1.44 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'369'120 | 1'379'120 | 100.00% | 100.00% |
10.10.2019 | 0.92% | 1.22 | 1.23 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'082'960 | 1'092'960 | 100.00% | 100.00% |
09.10.2019 | 0.92% | 1.06 | 1.07 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'077'280 | 1'087'280 | 98.02% | 98.02% |
08.10.2019 | 0.90% | 1.04 | 1.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'107'390 | 1'117'390 | 99.93% | 99.93% |
07.10.2019 | 0.84% | 1.26 | 1.27 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'184'230 | 1'194'230 | 100.00% | 100.00% |