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 | - | - |
18.10.2019 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
17.10.2019 | 67.61% | 0.02 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 29'808 | 54'456 | 96.95% | 96.95% |
16.10.2019 | 16.06% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 59'427 | 69'427 | 96.91% | 96.91% |
15.10.2019 | 9.50% | 0.06 | 0.07 | 850'000 | 850'000 | 850'000 | 850'000 | 90'906 | 99'406 | 96.44% | 96.44% |
14.10.2019 | 4.87% | 0.15 | 0.16 | 1'000'000 | 1'000'000 | 999'974 | 1'000'000 | 204'261 | 214'266 | 95.82% | 95.82% |
11.10.2019 | 5.56% | 0.14 | 0.15 | 740'000 | 740'000 | 739'985 | 739'912 | 132'748 | 140'138 | 97.55% | 97.55% |
10.10.2019 | 2.54% | 0.27 | 0.28 | 640'000 | 640'000 | 640'000 | 640'000 | 251'481 | 257'881 | 96.80% | 96.80% |
09.10.2019 | 2.44% | 0.42 | 0.43 | 630'000 | 630'000 | 629'999 | 630'000 | 255'581 | 261'881 | 97.73% | 97.73% |
08.10.2019 | 2.53% | 0.45 | 0.46 | 810'000 | 810'000 | 809'805 | 810'000 | 322'566 | 330'739 | 96.24% | 96.24% |