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 | 1.48% | 0.63 | 0.64 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 674'089 | 684'089 | 99.92% | 99.92% |
16.10.2019 | 1.46% | 0.64 | 0.65 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 684'167 | 694'167 | 99.81% | 99.81% |
15.10.2019 | 1.64% | 0.72 | 0.73 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 607'028 | 617'028 | 99.42% | 99.42% |
14.10.2019 | 2.04% | 0.56 | 0.57 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 488'821 | 498'821 | 93.56% | 93.56% |
11.10.2019 | 1.69% | 0.64 | 0.65 | 1'000'000 | 1'000'000 | 999'997 | 1'000'000 | 590'841 | 600'843 | 100.00% | 100.00% |
10.10.2019 | 2.76% | 0.46 | 0.47 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 360'346 | 370'346 | 100.00% | 100.00% |
09.10.2019 | 2.72% | 0.34 | 0.35 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 363'510 | 373'510 | 98.06% | 98.06% |
08.10.2019 | 2.52% | 0.35 | 0.36 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 397'293 | 407'293 | 100.00% | 100.00% |
07.10.2019 | 2.16% | 0.51 | 0.52 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 460'092 | 470'092 | 100.00% | 100.00% |