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 | - | - |
29.10.2019 | 13.74% | 0.07 | 0.08 | 500'000 | 100'000 | 500'000 | 100'000 | 38'968 | 8'936 | 100.00% | 100.00% |
28.10.2019 | 15.54% | 0.06 | 0.07 | 500'000 | 100'000 | 500'000 | 100'000 | 35'144 | 8'176 | 100.00% | 100.00% |
25.10.2019 | 10.23% | 0.09 | 0.10 | 500'000 | 100'000 | 470'000 | 100'000 | 49'744 | 11'766 | 100.00% | 100.00% |
24.10.2019 | 6.36% | 0.13 | 0.14 | 390'000 | 100'000 | 304'389 | 99'737 | 50'563 | 18'075 | 100.00% | 100.00% |
23.10.2019 | 4.47% | 0.21 | 0.22 | 240'000 | 100'000 | 227'561 | 100'000 | 50'554 | 23'260 | 93.09% | 93.09% |
22.10.2019 | 4.86% | 0.23 | 0.25 | 220'000 | 100'000 | 210'101 | 100'000 | 50'629 | 25'342 | 100.00% | 100.00% |
21.10.2019 | 3.54% | 0.26 | 0.27 | 200'000 | 100'000 | 178'769 | 100'000 | 51'154 | 29'704 | 100.00% | 100.00% |
18.10.2019 | 4.39% | 0.28 | 0.30 | 180'000 | 100'000 | 190'786 | 100'000 | 51'279 | 28'166 | 98.85% | 98.85% |
17.10.2019 | 4.18% | 0.25 | 0.26 | 200'000 | 100'000 | 202'348 | 100'000 | 50'615 | 26'127 | 100.00% | 100.00% |