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 | 1.14% | 0.84 | 0.85 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 877'151 | 887'151 | 99.92% | 99.92% |
16.10.2019 | 1.12% | 0.84 | 0.85 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 887'930 | 897'930 | 99.85% | 99.85% |
15.10.2019 | 1.23% | 0.92 | 0.93 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 808'157 | 818'157 | 99.48% | 99.48% |
14.10.2019 | 1.46% | 0.76 | 0.77 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 680'737 | 690'737 | 86.73% | 86.73% |
11.10.2019 | 1.29% | 0.83 | 0.84 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 774'472 | 784'472 | 93.82% | 93.82% |
10.10.2019 | 1.91% | 0.64 | 0.65 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 521'874 | 531'874 | 100.00% | 100.00% |
09.10.2019 | 1.91% | 0.50 | 0.51 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 520'602 | 530'602 | 97.98% | 97.98% |
08.10.2019 | 1.81% | 0.50 | 0.51 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 554'147 | 564'147 | 100.00% | 100.00% |
07.10.2019 | 1.60% | 0.68 | 0.69 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 623'357 | 633'357 | 100.00% | 100.00% |