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 | - | - |
21.10.2019 | 9.11% | 0.35 | 0.37 | 40'000 | 40'000 | 25'065 | 25'065 | 10'488 | 11'437 | 83.77% | 83.77% |
18.10.2019 | 12.06% | 0.39 | 0.41 | 40'000 | 40'000 | 24'361 | 24'361 | 8'425 | 9'381 | 98.13% | 98.13% |
17.10.2019 | 8.72% | 0.42 | 0.44 | 40'000 | 40'000 | 24'376 | 24'376 | 11'318 | 12'274 | 97.76% | 97.76% |
16.10.2019 | 8.85% | 0.45 | 0.47 | 40'000 | 40'000 | 24'589 | 24'589 | 11'144 | 12'098 | 93.17% | 93.17% |
15.10.2019 | 7.01% | 0.57 | 0.59 | 40'000 | 40'000 | 24'521 | 24'521 | 14'513 | 15'468 | 94.70% | 94.70% |
14.10.2019 | 7.37% | 0.59 | 0.61 | 40'000 | 40'000 | 24'344 | 24'344 | 13'976 | 14'933 | 98.56% | 98.56% |
11.10.2019 | 7.34% | 0.55 | 0.57 | 40'000 | 40'000 | 24'302 | 24'302 | 13'759 | 14'716 | 99.55% | 99.55% |
10.10.2019 | 6.82% | 0.60 | 0.62 | 40'000 | 40'000 | 24'650 | 24'650 | 14'852 | 15'806 | 92.10% | 92.10% |
09.10.2019 | 6.87% | 0.64 | 0.66 | 40'000 | 40'000 | 24'470 | 24'470 | 15'086 | 16'041 | 95.78% | 95.78% |