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 | 6.05% | 0.06 | 0.07 | 1'125'000 | 1'125'000 | 1'124'990 | 1'124'990 | 208'036 | 219'286 | 100.00% | 100.00% |
22.11.2019 | 4.03% | 0.33 | 0.34 | 1'125'000 | 1'124'800 | 1'124'940 | 1'125'000 | 276'584 | 287'855 | 100.00% | 100.00% |
21.11.2019 | 3.71% | 0.29 | 0.30 | 1'125'000 | 1'125'000 | 1'125'000 | 1'124'970 | 299'872 | 311'113 | 99.78% | 99.78% |
20.11.2019 | 4.67% | 0.17 | 0.18 | 1'125'000 | 1'125'000 | 1'124'990 | 1'125'000 | 238'783 | 250'035 | 100.00% | 100.00% |
19.11.2019 | 8.56% | 0.19 | 0.20 | 1'125'000 | 1'125'000 | 1'125'000 | 1'124'990 | 133'739 | 145'067 | 100.00% | 100.00% |
18.11.2019 | 5.22% | 0.24 | 0.25 | 1'125'000 | 1'125'000 | 1'125'000 | 1'125'000 | 215'249 | 226'499 | 100.00% | 100.00% |
15.11.2019 | 3.90% | 0.22 | 0.23 | 1'125'000 | 1'125'000 | 1'124'320 | 1'125'000 | 283'651 | 295'085 | 99.62% | 99.62% |
14.11.2019 | 2.89% | 0.36 | 0.37 | 1'125'000 | 1'125'000 | 1'125'000 | 1'124'940 | 383'843 | 395'070 | 100.00% | 100.00% |
13.11.2019 | 2.77% | 0.32 | 0.33 | 1'125'000 | 1'125'000 | 1'125'000 | 1'125'000 | 402'319 | 413'569 | 98.05% | 98.05% |