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 | - | - |
07.11.2019 | 0.88% | 0.82 | 0.83 | 200'000 | 200'000 | 200'000 | 200'000 | 228'815 | 230'815 | 100.00% | 100.00% |
06.11.2019 | 0.86% | 1.20 | 1.21 | 200'000 | 200'000 | 200'000 | 200'000 | 232'712 | 234'712 | 100.00% | 100.00% |
05.11.2019 | 0.66% | 1.22 | 1.23 | 200'000 | 200'000 | 200'000 | 199'996 | 307'585 | 309'579 | 100.00% | 100.00% |
04.11.2019 | 0.58% | 1.62 | 1.63 | 200'000 | 200'000 | 200'000 | 199'943 | 343'268 | 345'169 | 100.00% | 100.00% |
01.11.2019 | 0.59% | 1.70 | 1.71 | 200'000 | 200'000 | 200'000 | 200'000 | 336'150 | 338'150 | 99.93% | 99.93% |
31.10.2019 | 0.60% | 1.64 | 1.65 | 200'000 | 200'000 | 200'000 | 200'000 | 334'404 | 336'404 | 100.00% | 100.00% |
30.10.2019 | 0.68% | 1.49 | 1.50 | 200'000 | 200'000 | 200'000 | 200'000 | 294'903 | 296'903 | 100.00% | 100.00% |
29.10.2019 | 0.72% | 1.49 | 1.50 | 200'000 | 200'000 | 200'000 | 200'000 | 278'321 | 280'321 | 100.00% | 100.00% |
28.10.2019 | 0.62% | 1.47 | 1.48 | 200'000 | 200'000 | 200'000 | 200'000 | 321'792 | 323'791 | 100.00% | 100.00% |