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 | 5.30% | 0.18 | 0.19 | 280'000 | 100'000 | 268'732 | 100'000 | 50'818 | 19'966 | 100.00% | 100.00% |
28.10.2019 | 6.01% | 0.17 | 0.18 | 300'000 | 100'000 | 279'317 | 100'000 | 50'685 | 19'375 | 100.00% | 100.00% |
25.10.2019 | 5.25% | 0.20 | 0.22 | 250'000 | 100'000 | 231'791 | 100'000 | 50'509 | 22'995 | 100.00% | 100.00% |
24.10.2019 | 3.80% | 0.25 | 0.26 | 200'000 | 100'000 | 183'717 | 99'737 | 51'400 | 29'226 | 100.00% | 100.00% |
23.10.2019 | 3.15% | 0.32 | 0.34 | 160'000 | 100'000 | 155'595 | 100'000 | 52'018 | 34'528 | 93.09% | 93.09% |
22.10.2019 | 3.21% | 0.35 | 0.36 | 150'000 | 100'000 | 146'640 | 100'000 | 51'946 | 36'613 | 100.00% | 100.00% |
21.10.2019 | 2.70% | 0.38 | 0.39 | 140'000 | 100'000 | 131'464 | 100'000 | 52'387 | 40'975 | 100.00% | 100.00% |
18.10.2019 | 2.89% | 0.40 | 0.41 | 130'000 | 100'000 | 135'604 | 100'000 | 51'735 | 39'328 | 98.85% | 98.85% |
17.10.2019 | 2.84% | 0.36 | 0.37 | 140'000 | 100'000 | 141'435 | 100'000 | 51'388 | 37'407 | 100.00% | 100.00% |