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 | 6.12% | 0.18 | 0.19 | 1'000'000 | 1'000'000 | 999'979 | 999'977 | 153'242 | 162'669 | 99.72% | 99.72% |
16.10.2019 | 6.24% | 0.19 | 0.20 | 1'000'000 | 1'000'000 | 999'995 | 1'000'000 | 160'047 | 170'048 | 100.00% | 100.00% |
15.10.2019 | 4.30% | 0.15 | 0.16 | 1'000'000 | 1'000'000 | 1'000'000 | 999'995 | 236'367 | 246'366 | 99.41% | 99.41% |
14.10.2019 | 2.73% | 0.30 | 0.31 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 365'198 | 375'198 | 93.37% | 93.37% |
11.10.2019 | 3.25% | 0.26 | 0.27 | 1'000'000 | 1'000'000 | 999'989 | 1'000'000 | 306'900 | 316'902 | 100.00% | 100.00% |
10.10.2019 | 1.77% | 0.43 | 0.44 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 563'247 | 573'247 | 100.00% | 100.00% |
09.10.2019 | 1.73% | 0.59 | 0.60 | 1'000'000 | 1'000'000 | 1'000'000 | 999'989 | 574'059 | 584'052 | 97.99% | 97.99% |
08.10.2019 | 1.79% | 0.62 | 0.63 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 559'043 | 569'043 | 100.00% | 100.00% |
07.10.2019 | 2.00% | 0.43 | 0.44 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 497'607 | 507'607 | 100.00% | 100.00% |