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 | - | - |
19.11.2019 | 26.32% | 0.04 | 0.07 | 46'500 | 47'000 | 27'744 | 27'744 | 2'428 | 3'091 | 91.18% | 96.38% |
18.11.2019 | 32.82% | 0.12 | 0.13 | 47'500 | 47'500 | 28'715 | 28'715 | 2'118 | 2'768 | 96.99% | 96.99% |
15.11.2019 | 25.35% | 0.10 | 0.11 | 47'000 | 47'000 | 28'591 | 28'591 | 2'587 | 3'242 | 97.53% | 97.53% |
14.11.2019 | 17.29% | 0.12 | 0.13 | 47'500 | 47'500 | 29'041 | 29'041 | 3'882 | 4'542 | 97.64% | 97.64% |
13.11.2019 | 37.55% | 0.07 | 0.08 | 46'500 | 46'500 | 25'025 | 25'025 | 1'585 | 2'265 | 65.21% | 95.32% |
12.11.2019 | 18.77% | 0.11 | 0.12 | 47'000 | 47'000 | 29'437 | 29'437 | 3'498 | 4'152 | 89.89% | 89.89% |
11.11.2019 | 11.79% | 0.12 | 0.13 | 47'500 | 47'500 | 30'506 | 30'506 | 5'457 | 6'121 | 81.95% | 81.95% |
08.11.2019 | 10.24% | 0.22 | 0.23 | 49'000 | 49'000 | 30'064 | 30'064 | 7'044 | 7'726 | 97.18% | 97.18% |
07.11.2019 | 8.79% | 0.20 | 0.21 | 48'500 | 48'500 | 30'410 | 30'410 | 8'061 | 8'756 | 98.79% | 98.79% |