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 | - | - |
16.10.2019 | 2.21% | 0.52 | 0.53 | 100'000 | 100'000 | 105'888 | 100'000 | 51'719 | 50'107 | 99.99% | 99.99% |
15.10.2019 | 2.54% | 0.44 | 0.45 | 120'000 | 100'000 | 120'814 | 100'000 | 52'271 | 44'427 | 100.00% | 100.00% |
14.10.2019 | 3.05% | 0.38 | 0.39 | 140'000 | 100'000 | 147'306 | 100'000 | 51'853 | 36'382 | 99.89% | 99.89% |
11.10.2019 | 2.88% | 0.42 | 0.43 | 120'000 | 100'000 | 135'272 | 100'000 | 51'820 | 39'540 | 99.98% | 99.98% |
10.10.2019 | 4.40% | 0.29 | 0.30 | 180'000 | 100'000 | 206'344 | 100'000 | 50'958 | 25'918 | 100.00% | 100.00% |
09.10.2019 | 3.94% | 0.29 | 0.31 | 180'000 | 100'000 | 188'109 | 100'000 | 51'175 | 28'513 | 99.64% | 99.64% |
08.10.2019 | 4.34% | 0.23 | 0.24 | 220'000 | 100'000 | 208'880 | 100'000 | 50'598 | 25'530 | 99.80% | 99.80% |
07.10.2019 | 5.34% | 0.22 | 0.23 | 230'000 | 100'000 | 251'381 | 100'000 | 50'465 | 21'225 | 100.00% | 100.00% |
04.10.2019 | 5.93% | 0.18 | 0.19 | 280'000 | 100'000 | 286'391 | 99'756 | 50'641 | 18'776 | 96.17% | 96.17% |