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 | 25.01% | 0.05 | 0.08 | 860'000 | 860'000 | 859'915 | 860'000 | 81'077 | 102'343 | 96.03% | 96.03% |
16.10.2019 | 7.56% | 0.10 | 0.11 | 730'000 | 730'000 | 730'000 | 729'978 | 96'865 | 104'162 | 97.58% | 97.58% |
15.10.2019 | 9.90% | 0.16 | 0.17 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 100'259 | 110'259 | 96.66% | 96.66% |
14.10.2019 | 13.83% | 0.09 | 0.10 | 920'000 | 920'000 | 920'000 | 920'000 | 63'485 | 72'685 | 96.81% | 96.81% |
11.10.2019 | 7.34% | 0.15 | 0.16 | 1'000'000 | 1'000'000 | 999'999 | 1'000'000 | 134'279 | 144'279 | 97.84% | 97.84% |
10.10.2019 | 18.15% | 0.09 | 0.10 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 51'701 | 61'701 | 97.20% | 97.20% |
09.10.2019 | 16.47% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 56'240 | 66'240 | 98.58% | 98.58% |
08.10.2019 | 12.81% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 76'719 | 86'719 | 97.76% | 97.76% |