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 | - | - |
25.11.2019 | 9.02% | 0.06 | 0.12 | 500'000 | 500'000 | 499'800 | 499'169 | 64'974 | 70'428 | 99.51% | 99.51% |
22.11.2019 | 4.22% | 0.25 | 0.26 | 480'500 | 500'000 | 499'582 | 498'733 | 117'640 | 122'447 | 99.38% | 99.38% |
21.11.2019 | 2.79% | 0.35 | 0.36 | 500'000 | 500'000 | 499'243 | 499'563 | 177'198 | 182'318 | 95.20% | 95.20% |
20.11.2019 | 3.14% | 0.27 | 0.28 | 500'000 | 500'000 | 499'892 | 498'531 | 158'418 | 162'990 | 100.00% | 100.00% |
19.11.2019 | 4.09% | 0.31 | 0.32 | 500'000 | 500'000 | 499'365 | 499'629 | 121'560 | 126'626 | 99.35% | 99.35% |
18.11.2019 | 2.94% | 0.35 | 0.36 | 500'000 | 500'000 | 499'641 | 499'400 | 169'028 | 173'938 | 97.53% | 97.53% |
15.11.2019 | 2.28% | 0.41 | 0.42 | 500'000 | 500'000 | 499'224 | 498'692 | 217'098 | 221'903 | 99.25% | 99.25% |
14.11.2019 | 1.99% | 0.56 | 0.57 | 500'000 | 500'000 | 499'036 | 499'223 | 249'554 | 254'702 | 100.00% | 100.00% |
13.11.2019 | 2.03% | 0.45 | 0.46 | 500'000 | 500'000 | 499'185 | 499'123 | 244'611 | 249'576 | 98.08% | 98.08% |