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 | - | - |
25.10.2019 | 4.37% | 0.16 | 0.17 | 500'000 | 500'000 | 499'935 | 499'928 | 113'701 | 118'700 | 100.00% | 100.00% |
24.10.2019 | 3.15% | 0.27 | 0.28 | 500'000 | 500'000 | 499'999 | 499'935 | 156'826 | 161'804 | 94.19% | 94.19% |
23.10.2019 | 2.17% | 0.45 | 0.46 | 500'000 | 500'000 | 500'000 | 499'999 | 228'084 | 233'084 | 99.40% | 99.40% |
22.10.2019 | 1.91% | 0.46 | 0.47 | 500'000 | 500'000 | 499'956 | 500'000 | 260'474 | 265'500 | 99.79% | 99.79% |
21.10.2019 | 1.91% | 0.49 | 0.50 | 500'000 | 500'000 | 499'935 | 499'853 | 260'092 | 265'051 | 100.00% | 100.00% |
18.10.2019 | 1.87% | 0.56 | 0.57 | 500'000 | 500'000 | 500'000 | 500'000 | 265'387 | 270'387 | 100.00% | 100.00% |
17.10.2019 | 2.28% | 0.48 | 0.49 | 450'000 | 500'000 | 499'671 | 499'796 | 218'756 | 223'834 | 96.79% | 96.79% |
16.10.2019 | 2.33% | 0.47 | 0.48 | 500'000 | 500'000 | 499'773 | 499'932 | 213'358 | 218'436 | 93.59% | 93.59% |
15.10.2019 | 1.93% | 0.40 | 0.41 | 500'000 | 500'000 | 500'000 | 499'631 | 258'850 | 263'652 | 95.83% | 95.83% |