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 | - | - |
15.10.2019 | 2.71% | 0.19 | 0.20 | 200'000 | 200'000 | 200'000 | 200'000 | 74'170 | 76'170 | 93.31% | 93.31% |
14.10.2019 | 1.81% | 0.50 | 0.51 | 200'000 | 200'000 | 200'000 | 200'000 | 109'953 | 111'953 | 99.30% | 99.30% |
11.10.2019 | 1.69% | 0.50 | 0.51 | 200'000 | 200'000 | 200'000 | 200'000 | 118'730 | 120'730 | 96.90% | 96.90% |
10.10.2019 | 0.99% | 0.83 | 0.84 | 200'000 | 200'000 | 200'000 | 200'000 | 202'272 | 204'272 | 100.00% | 100.00% |
09.10.2019 | 0.94% | 1.06 | 1.07 | 200'000 | 200'000 | 200'000 | 200'000 | 210'933 | 212'933 | 97.53% | 97.53% |
08.10.2019 | 0.89% | 1.13 | 1.14 | 200'000 | 200'000 | 199'998 | 200'000 | 223'212 | 225'214 | 97.30% | 97.30% |
07.10.2019 | 0.92% | 1.00 | 1.01 | 200'000 | 200'000 | 200'000 | 200'000 | 215'934 | 217'934 | 100.00% | 100.00% |
04.10.2019 | 0.80% | 1.19 | 1.20 | 200'000 | 200'000 | 200'000 | 200'000 | 247'951 | 249'951 | 92.47% | 92.47% |
03.10.2019 | 1.55% | 1.26 | 1.28 | 200'000 | 200'000 | 196'555 | 196'518 | 251'004 | 254'882 | 98.34% | 98.34% |