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 | - | - |
22.11.2019 | 7.98% | 0.16 | 0.17 | 320'000 | 300'000 | 383'704 | 299'999 | 50'148 | 43'247 | 74.76% | 74.76% |
21.11.2019 | 3.94% | 0.26 | 0.27 | 300'000 | 300'000 | 300'000 | 300'000 | 80'331 | 83'505 | 97.50% | 97.50% |
20.11.2019 | 4.26% | 0.19 | 0.20 | 300'000 | 300'000 | 299'997 | 299'999 | 71'203 | 74'235 | 97.65% | 97.65% |
19.11.2019 | 6.91% | 0.23 | 0.24 | 300'000 | 300'000 | 370'521 | 299'999 | 52'583 | 47'359 | 94.91% | 94.91% |
18.11.2019 | 3.98% | 0.27 | 0.28 | 300'000 | 300'000 | 300'000 | 300'000 | 75'375 | 78'375 | 99.50% | 99.50% |
15.11.2019 | 2.84% | 0.33 | 0.34 | 300'000 | 300'000 | 300'000 | 300'000 | 104'930 | 107'930 | 98.71% | 98.71% |
14.11.2019 | 2.35% | 0.48 | 0.49 | 300'000 | 300'000 | 300'000 | 300'000 | 126'733 | 129'733 | 98.76% | 98.76% |
13.11.2019 | 2.46% | 0.37 | 0.38 | 300'000 | 300'000 | 300'000 | 300'000 | 121'786 | 124'786 | 98.75% | 98.75% |
12.11.2019 | 2.77% | 0.32 | 0.33 | 300'000 | 300'000 | 300'000 | 300'000 | 107'089 | 110'089 | 99.43% | 99.43% |