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 | 17.38% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 998'410 | 999'985 | 34'931 | 40'147 | 99.66% | 99.66% |
16.10.2019 | 8.87% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 999'499 | 999'564 | 56'831 | 61'842 | 97.17% | 97.17% |
15.10.2019 | 8.07% | 0.06 | 0.06 | 1'000'000 | 1'000'000 | 999'978 | 999'011 | 106'512 | 115'325 | 98.86% | 98.86% |
14.10.2019 | 4.67% | 0.16 | 0.17 | 1'000'000 | 1'000'000 | 999'824 | 999'652 | 212'948 | 222'927 | 93.56% | 93.56% |
11.10.2019 | 5.33% | 0.15 | 0.16 | 1'000'000 | 1'000'000 | 999'792 | 999'627 | 186'467 | 196'426 | 100.00% | 100.00% |
10.10.2019 | 2.54% | 0.28 | 0.29 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 392'715 | 402'715 | 99.89% | 99.89% |
09.10.2019 | 2.44% | 0.41 | 0.42 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 406'440 | 416'440 | 97.93% | 97.93% |
08.10.2019 | 2.52% | 0.45 | 0.46 | 1'000'000 | 1'000'000 | 999'984 | 1'000'000 | 399'107 | 409'113 | 100.00% | 100.00% |
07.10.2019 | 2.84% | 0.29 | 0.30 | 1'000'000 | 993'000 | 1'000'000 | 1'000'000 | 350'000 | 360'000 | 100.00% | 100.00% |