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 | - | - |
15.11.2019 | 1.82% | 0.52 | 0.53 | 200'000 | 200'000 | 200'000 | 200'000 | 109'079 | 111'079 | 100.00% | 100.00% |
14.11.2019 | 1.61% | 0.68 | 0.69 | 200'000 | 200'000 | 199'996 | 200'000 | 123'741 | 125'744 | 100.00% | 100.00% |
13.11.2019 | 1.66% | 0.56 | 0.57 | 200'000 | 200'000 | 200'000 | 200'000 | 120'343 | 122'343 | 100.00% | 100.00% |
12.11.2019 | 1.80% | 0.52 | 0.53 | 200'000 | 200'000 | 200'000 | 200'000 | 110'436 | 112'436 | 100.00% | 100.00% |
11.11.2019 | 1.78% | 0.55 | 0.56 | 200'000 | 200'000 | 200'000 | 200'000 | 111'691 | 113'691 | 100.00% | 100.00% |
08.11.2019 | 1.80% | 0.56 | 0.57 | 200'000 | 200'000 | 200'000 | 200'000 | 110'459 | 112'459 | 100.00% | 100.00% |
07.11.2019 | 1.88% | 0.49 | 0.50 | 200'000 | 200'000 | 200'000 | 200'000 | 105'946 | 107'946 | 100.00% | 100.00% |
06.11.2019 | 1.72% | 0.53 | 0.54 | 200'000 | 200'000 | 199'996 | 200'000 | 115'423 | 117'425 | 100.00% | 100.00% |
05.11.2019 | 1.75% | 0.62 | 0.63 | 200'000 | 200'000 | 199'992 | 200'000 | 113'238 | 115'242 | 100.00% | 100.00% |