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 | - | - |
07.11.2019 | 4.05% | 0.19 | 0.20 | 1'125'000 | 1'125'000 | 1'125'000 | 1'125'000 | 274'057 | 285'307 | 100.00% | 100.00% |
06.11.2019 | 3.06% | 0.38 | 0.39 | 1'125'000 | 1'125'000 | 1'125'000 | 1'125'000 | 363'540 | 374'790 | 100.00% | 100.00% |
05.11.2019 | 3.46% | 0.31 | 0.32 | 1'125'000 | 1'125'000 | 1'125'000 | 1'125'000 | 320'965 | 332'213 | 99.57% | 99.57% |
04.11.2019 | 2.81% | 0.33 | 0.34 | 1'125'000 | 1'125'000 | 1'125'000 | 1'124'990 | 395'827 | 407'074 | 100.00% | 100.00% |
01.11.2019 | 1.89% | 0.52 | 0.53 | 1'125'000 | 1'125'000 | 1'125'000 | 1'125'000 | 590'949 | 602'201 | 100.00% | 100.00% |
31.10.2019 | 1.72% | 0.61 | 0.62 | 1'125'000 | 1'125'000 | 1'125'000 | 1'125'000 | 650'635 | 661'885 | 100.00% | 100.00% |
30.10.2019 | 1.51% | 0.67 | 0.68 | 1'125'000 | 1'125'000 | 1'125'000 | 1'125'000 | 737'326 | 748'575 | 98.73% | 98.73% |
29.10.2019 | 1.66% | 0.63 | 0.64 | 1'125'000 | 1'125'000 | 1'125'000 | 1'125'000 | 672'637 | 683'887 | 99.17% | 99.17% |
28.10.2019 | 1.58% | 0.57 | 0.58 | 1'125'000 | 1'125'000 | 1'125'000 | 1'125'000 | 710'385 | 721'633 | 100.00% | 100.00% |