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 | 2.94% | 0.38 | 0.39 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 340'900 | 350'900 | 99.92% | 99.92% |
16.10.2019 | 3.00% | 0.37 | 0.38 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 331'765 | 341'765 | 99.86% | 99.86% |
15.10.2019 | 2.42% | 0.30 | 0.31 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 415'270 | 425'270 | 99.47% | 99.47% |
14.10.2019 | 1.81% | 0.47 | 0.48 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 549'828 | 559'828 | 93.38% | 93.38% |
11.10.2019 | 2.14% | 0.41 | 0.42 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 467'103 | 477'103 | 100.00% | 100.00% |
10.10.2019 | 1.33% | 0.61 | 0.62 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 750'518 | 760'518 | 100.00% | 100.00% |
09.10.2019 | 1.31% | 0.78 | 0.79 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 760'270 | 770'270 | 97.88% | 97.88% |
08.10.2019 | 1.36% | 0.81 | 0.82 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 738'052 | 748'052 | 99.91% | 99.91% |
07.10.2019 | 1.49% | 0.59 | 0.60 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 667'875 | 677'875 | 100.00% | 100.00% |