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 | - | - |
14.11.2019 | 14.03% | 0.07 | 0.08 | 500'000 | 50'000 | 494'899 | 50'000 | 38'514 | 4'480 | 100.00% | 100.00% |
13.11.2019 | 9.56% | 0.12 | 0.13 | 420'000 | 50'000 | 480'631 | 50'000 | 49'811 | 5'720 | 100.00% | 100.00% |
12.11.2019 | 15.03% | 0.08 | 0.09 | 500'000 | 50'000 | 500'000 | 50'000 | 38'298 | 4'446 | 100.00% | 100.00% |
11.11.2019 | 13.71% | 0.08 | 0.09 | 500'000 | 50'000 | 500'000 | 50'000 | 41'822 | 4'785 | 100.00% | 100.00% |
08.11.2019 | 14.21% | 0.06 | 0.07 | 500'000 | 50'000 | 500'000 | 50'000 | 36'037 | 4'145 | 100.00% | 100.00% |
07.11.2019 | 13.47% | 0.07 | 0.08 | 500'000 | 50'000 | 497'530 | 50'000 | 39'170 | 4'501 | 100.00% | 100.00% |
06.11.2019 | 7.73% | 0.12 | 0.13 | 420'000 | 50'000 | 389'606 | 50'000 | 50'618 | 7'029 | 100.00% | 100.00% |
05.11.2019 | 7.75% | 0.13 | 0.14 | 390'000 | 50'000 | 377'985 | 50'000 | 50'578 | 7'326 | 100.00% | 100.00% |
04.11.2019 | 4.65% | 0.21 | 0.23 | 240'000 | 50'000 | 231'787 | 50'000 | 50'535 | 11'429 | 100.00% | 100.00% |