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 | 6.94% | 0.07 | 0.07 | 1'000'000 | 1'000'000 | 999'740 | 999'822 | 101'323 | 108'557 | 99.49% | 99.49% |
16.10.2019 | 7.10% | 0.10 | 0.11 | 1'000'000 | 1'000'000 | 999'832 | 999'889 | 132'018 | 141'571 | 99.36% | 99.36% |
15.10.2019 | 7.00% | 0.17 | 0.18 | 1'000'000 | 1'000'000 | 999'698 | 999'618 | 103'327 | 110'849 | 99.42% | 99.42% |
14.10.2019 | 6.78% | 0.10 | 0.10 | 1'000'000 | 1'000'000 | 999'761 | 999'904 | 73'367 | 78'380 | 64.78% | 64.78% |
11.10.2019 | 7.14% | 0.16 | 0.17 | 1'000'000 | 1'000'000 | 998'957 | 999'934 | 136'851 | 146'928 | 99.47% | 99.47% |
10.10.2019 | 9.55% | 0.09 | 0.09 | 1'000'000 | 1'000'000 | 998'680 | 999'944 | 51'131 | 56'227 | 99.99% | 99.99% |
09.10.2019 | 8.49% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 999'549 | 999'178 | 56'759 | 61'735 | 93.69% | 93.69% |
08.10.2019 | 7.03% | 0.07 | 0.07 | 1'000'000 | 1'000'000 | 999'996 | 999'323 | 78'578 | 84'211 | 98.14% | 98.14% |
07.10.2019 | 7.38% | 0.13 | 0.14 | 1'000'000 | 1'000'000 | 999'245 | 999'967 | 102'984 | 111'111 | 100.00% | 100.00% |