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 | - | - |
24.10.2019 | 11.99% | 0.06 | 0.12 | 490'000 | 500'000 | 499'929 | 499'826 | 51'534 | 57'593 | 94.19% | 94.19% |
23.10.2019 | 3.88% | 0.25 | 0.26 | 500'000 | 500'000 | 499'962 | 499'556 | 126'730 | 131'629 | 99.40% | 99.40% |
22.10.2019 | 3.02% | 0.28 | 0.29 | 500'000 | 500'000 | 499'770 | 499'666 | 164'924 | 169'903 | 99.79% | 99.79% |
21.10.2019 | 3.12% | 0.29 | 0.30 | 500'000 | 500'000 | 499'508 | 499'142 | 157'956 | 162'836 | 100.00% | 100.00% |
18.10.2019 | 3.06% | 0.35 | 0.36 | 500'000 | 500'000 | 499'083 | 499'162 | 161'398 | 166'431 | 100.00% | 100.00% |
17.10.2019 | 4.32% | 0.27 | 0.28 | 500'000 | 500'000 | 499'890 | 499'738 | 117'848 | 122'800 | 96.82% | 96.82% |
16.10.2019 | 4.35% | 0.27 | 0.28 | 500'000 | 500'000 | 499'742 | 499'805 | 114'899 | 119'920 | 93.98% | 93.98% |
15.10.2019 | 3.20% | 0.20 | 0.21 | 500'000 | 500'000 | 499'856 | 499'784 | 158'478 | 163'473 | 95.96% | 95.96% |
14.10.2019 | 2.22% | 0.38 | 0.39 | 500'000 | 500'000 | 499'944 | 499'762 | 224'355 | 229'274 | 95.31% | 95.31% |