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 | - | - |
15.11.2019 | 4.67% | 0.21 | 0.22 | 160'000 | 160'000 | 160'000 | 160'000 | 33'644 | 35'244 | 100.00% | 100.00% |
14.11.2019 | 6.87% | 0.14 | 0.16 | 170'000 | 170'000 | 170'000 | 170'000 | 24'321 | 26'021 | 99.13% | 99.13% |
13.11.2019 | 8.75% | 0.14 | 0.16 | 160'000 | 160'000 | 160'000 | 160'000 | 18'002 | 19'602 | 99.48% | 99.48% |
12.11.2019 | 5.28% | 0.19 | 0.20 | 170'000 | 170'000 | 170'000 | 170'000 | 31'422 | 33'122 | 100.00% | 100.00% |
11.11.2019 | 5.68% | 0.19 | 0.20 | 170'000 | 170'000 | 170'000 | 170'000 | 29'264 | 30'964 | 99.92% | 99.92% |
08.11.2019 | 4.14% | 0.22 | 0.23 | 170'000 | 170'000 | 170'000 | 170'000 | 40'341 | 42'041 | 98.50% | 98.50% |
07.11.2019 | 3.97% | 0.28 | 0.29 | 200'000 | 200'000 | 200'000 | 200'000 | 49'629 | 51'629 | 100.00% | 100.00% |
06.11.2019 | 5.26% | 0.18 | 0.19 | 200'000 | 200'000 | 200'000 | 200'000 | 37'082 | 39'082 | 99.64% | 99.64% |
05.11.2019 | 5.45% | 0.17 | 0.18 | 190'000 | 190'000 | 190'000 | 190'000 | 33'954 | 35'854 | 99.19% | 99.19% |