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 | 76.36% | 0.01 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'429 | 21'910 | 25.94% | 96.94% |
16.10.2019 | 49.47% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 999'949 | 1'000'000 | 16'156 | 26'157 | 97.40% | 97.40% |
15.10.2019 | 25.30% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 999'925 | 999'992 | 38'751 | 48'754 | 96.50% | 96.50% |
14.10.2019 | 9.93% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 999'967 | 1'000'000 | 99'224 | 109'228 | 96.61% | 96.61% |
11.10.2019 | 10.31% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 999'747 | 999'952 | 95'546 | 105'567 | 97.50% | 97.50% |
10.10.2019 | 3.94% | 0.17 | 0.18 | 810'000 | 810'000 | 810'000 | 809'970 | 204'957 | 213'050 | 96.33% | 96.33% |
09.10.2019 | 3.69% | 0.27 | 0.28 | 780'000 | 780'000 | 780'000 | 780'000 | 208'335 | 216'135 | 97.99% | 97.99% |
08.10.2019 | 3.78% | 0.31 | 0.32 | 1'000'000 | 1'000'000 | 999'663 | 1'000'000 | 266'333 | 276'434 | 95.76% | 95.76% |