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 | 3.69% | 0.22 | 0.23 | 500'000 | 500'000 | 499'900 | 499'801 | 133'823 | 138'793 | 94.11% | 94.11% |
23.10.2019 | 2.37% | 0.41 | 0.42 | 500'000 | 500'000 | 499'930 | 499'996 | 208'706 | 213'735 | 99.18% | 99.18% |
22.10.2019 | 2.05% | 0.43 | 0.44 | 500'000 | 500'000 | 499'970 | 499'921 | 243'151 | 248'131 | 99.78% | 99.78% |
21.10.2019 | 2.09% | 0.45 | 0.46 | 500'000 | 500'000 | 499'993 | 499'971 | 237'543 | 242'533 | 100.00% | 100.00% |
18.10.2019 | 2.06% | 0.51 | 0.52 | 500'000 | 500'000 | 499'880 | 499'949 | 241'123 | 246'162 | 100.00% | 100.00% |
17.10.2019 | 2.53% | 0.43 | 0.44 | 500'000 | 500'000 | 499'896 | 499'858 | 197'843 | 202'832 | 96.84% | 96.84% |
16.10.2019 | 2.56% | 0.43 | 0.44 | 500'000 | 500'000 | 499'842 | 499'569 | 194'753 | 199'653 | 93.87% | 93.87% |
15.10.2019 | 2.09% | 0.37 | 0.38 | 500'000 | 500'000 | 499'967 | 499'971 | 239'822 | 244'823 | 96.07% | 96.07% |
14.10.2019 | 1.63% | 0.54 | 0.55 | 500'000 | 500'000 | 499'903 | 499'992 | 306'326 | 311'384 | 95.13% | 95.13% |