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 | - | - |
29.11.2019 | 0.96% | 99.80 | 100.20 | 500'000 | 100'000 | 72'745 | 14'226 | 72'599 | 14'305 | 99.57% | 99.57% |
28.11.2019 | 1.10% | 99.80 | 100.90 | 95'000 | 19'000 | 57'461 | 11'179 | 57'346 | 11'280 | 99.32% | 99.32% |
27.11.2019 | 0.87% | 99.80 | 100.20 | 500'000 | 100'000 | 303'467 | 60'693 | 302'860 | 61'052 | 98.76% | 98.76% |
26.11.2019 | 0.95% | 99.80 | 100.20 | 500'000 | 100'000 | 304'688 | 60'938 | 304'078 | 61'334 | 98.99% | 98.99% |
25.11.2019 | 0.95% | 99.80 | 100.20 | 500'000 | 100'000 | 304'705 | 60'941 | 304'095 | 61'338 | 98.98% | 98.98% |
22.11.2019 | 0.94% | 99.90 | 100.30 | 500'000 | 100'000 | 304'579 | 60'916 | 304'275 | 61'374 | 99.16% | 99.16% |
21.11.2019 | 0.94% | 99.90 | 100.30 | 500'000 | 100'000 | 304'569 | 60'914 | 304'265 | 61'371 | 98.61% | 98.61% |
20.11.2019 | 0.87% | 99.90 | 100.30 | 500'000 | 100'000 | 304'692 | 60'938 | 304'387 | 61'357 | 98.68% | 98.68% |
19.11.2019 | 0.87% | 99.90 | 100.30 | 500'000 | 100'000 | 304'362 | 60'872 | 304'058 | 61'291 | 99.58% | 99.58% |