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 | - | - |
08.10.2019 | 10.04% | 0.08 | 0.09 | 500'000 | 50'000 | 461'125 | 50'000 | 46'772 | 5'750 | 100.00% | 100.00% |
07.10.2019 | 7.28% | 0.17 | 0.18 | 300'000 | 50'000 | 326'700 | 50'000 | 50'878 | 8'466 | 100.00% | 100.00% |
04.10.2019 | 8.15% | 0.17 | 0.18 | 300'000 | 50'000 | 360'472 | 50'000 | 50'685 | 7'661 | 100.00% | 100.00% |
03.10.2019 | 11.99% | 0.10 | 0.11 | 500'000 | 50'000 | 490'471 | 50'000 | 44'441 | 5'116 | 100.00% | 100.00% |
02.10.2019 | 9.98% | 0.09 | 0.10 | 500'000 | 50'000 | 479'948 | 50'000 | 48'636 | 5'622 | 100.00% | 100.00% |
01.10.2019 | 6.80% | 0.13 | 0.14 | 390'000 | 50'000 | 311'366 | 50'000 | 50'934 | 8'817 | 100.00% | 100.00% |
30.09.2019 | 6.22% | 0.19 | 0.20 | 270'000 | 50'000 | 222'279 | 47'535 | 46'000 | 10'417 | 99.67% | 99.67% |
27.09.2019 | 7.11% | 0.16 | 0.17 | 320'000 | 50'000 | 336'940 | 50'000 | 50'925 | 8'157 | 99.48% | 99.48% |
26.09.2019 | 5.63% | 0.16 | 0.17 | 320'000 | 50'000 | 288'801 | 49'988 | 50'929 | 9'361 | 100.00% | 100.00% |