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 | 5.96% | 0.10 | 0.12 | 490'000 | 500'000 | 499'978 | 499'931 | 83'479 | 88'476 | 99.50% | 99.50% |
22.11.2019 | 3.86% | 0.27 | 0.28 | 500'000 | 500'000 | 499'933 | 499'280 | 128'590 | 133'421 | 99.25% | 99.25% |
21.11.2019 | 2.61% | 0.37 | 0.38 | 500'000 | 500'000 | 499'683 | 499'998 | 189'696 | 194'831 | 95.25% | 95.25% |
20.11.2019 | 2.81% | 0.30 | 0.31 | 500'000 | 500'000 | 499'897 | 499'150 | 176'957 | 181'655 | 100.00% | 100.00% |
19.11.2019 | 3.87% | 0.34 | 0.35 | 500'000 | 500'000 | 499'463 | 499'491 | 128'680 | 133'711 | 99.33% | 99.33% |
18.11.2019 | 2.76% | 0.37 | 0.38 | 500'000 | 500'000 | 499'934 | 499'974 | 180'053 | 185'065 | 97.52% | 97.52% |
15.11.2019 | 2.20% | 0.43 | 0.44 | 500'000 | 500'000 | 499'987 | 499'982 | 225'818 | 230'817 | 99.24% | 99.24% |
14.11.2019 | 1.91% | 0.58 | 0.59 | 500'000 | 500'000 | 499'307 | 500'000 | 259'615 | 264'962 | 99.57% | 99.57% |
13.11.2019 | 1.97% | 0.46 | 0.47 | 500'000 | 500'000 | 500'000 | 498'525 | 252'477 | 256'769 | 98.46% | 98.46% |