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 | 8.33% | 0.39 | 0.41 | 40'000 | 40'000 | 25'063 | 25'063 | 11'563 | 12'512 | 83.81% | 83.81% |
18.10.2019 | 10.80% | 0.43 | 0.45 | 40'000 | 40'000 | 24'370 | 24'370 | 9'446 | 10'403 | 98.17% | 98.17% |
17.10.2019 | 8.03% | 0.46 | 0.48 | 40'000 | 40'000 | 24'386 | 24'386 | 12'354 | 13'310 | 97.79% | 97.79% |
16.10.2019 | 8.15% | 0.49 | 0.51 | 40'000 | 40'000 | 24'514 | 24'514 | 12'151 | 13'106 | 95.01% | 95.01% |
15.10.2019 | 6.55% | 0.61 | 0.63 | 40'000 | 40'000 | 24'529 | 24'529 | 15'565 | 16'520 | 94.74% | 94.74% |
14.10.2019 | 6.88% | 0.63 | 0.65 | 40'000 | 40'000 | 24'353 | 24'353 | 15'024 | 15'980 | 98.58% | 98.58% |
11.10.2019 | 6.82% | 0.59 | 0.61 | 40'000 | 40'000 | 24'310 | 24'310 | 14'830 | 15'787 | 99.56% | 99.56% |
10.10.2019 | 6.38% | 0.64 | 0.66 | 40'000 | 40'000 | 24'655 | 24'655 | 15'918 | 16'872 | 92.19% | 92.19% |
09.10.2019 | 6.44% | 0.68 | 0.70 | 40'000 | 40'000 | 24'477 | 24'477 | 16'124 | 17'079 | 95.80% | 95.80% |