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 | 5.01% | 0.14 | 0.14 | 250'000 | 250'000 | 249'987 | 249'982 | 51'271 | 53'768 | 100.00% | 100.00% |
22.11.2019 | 2.98% | 0.41 | 0.42 | 250'000 | 250'000 | 249'916 | 249'635 | 82'865 | 85'273 | 100.00% | 100.00% |
21.11.2019 | 2.77% | 0.41 | 0.42 | 250'000 | 250'000 | 249'852 | 249'982 | 90'088 | 92'640 | 100.00% | 100.00% |
20.11.2019 | 3.12% | 0.27 | 0.28 | 250'000 | 250'000 | 250'000 | 249'744 | 79'720 | 82'136 | 100.00% | 100.00% |
19.11.2019 | 8.47% | 0.26 | 0.27 | 250'000 | 250'000 | 249'992 | 249'946 | 40'699 | 44'008 | 100.00% | 100.00% |
18.11.2019 | 4.34% | 0.27 | 0.28 | 250'000 | 250'000 | 249'937 | 249'864 | 57'826 | 60'301 | 100.00% | 100.00% |
15.11.2019 | 2.54% | 0.32 | 0.33 | 250'000 | 240'000 | 249'975 | 249'902 | 97'299 | 99'775 | 100.00% | 100.00% |
14.11.2019 | 1.80% | 0.52 | 0.53 | 250'000 | 250'000 | 250'000 | 249'842 | 137'529 | 139'944 | 100.00% | 100.00% |
13.11.2019 | 1.54% | 0.58 | 0.59 | 250'000 | 250'000 | 250'000 | 249'869 | 161'908 | 164'329 | 98.53% | 98.53% |