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 | 84.14% | 0.01 | 0.02 | 400'000 | 400'000 | 400'000 | 400'000 | 3'585 | 8'349 | 87.25% | 92.01% |
14.11.2019 | 57.88% | 0.01 | 0.02 | 340'000 | 340'000 | 340'000 | 340'000 | 4'296 | 7'696 | 99.10% | 99.10% |
13.11.2019 | 37.20% | 0.02 | 0.03 | 230'000 | 230'000 | 230'000 | 229'980 | 5'129 | 7'428 | 99.58% | 99.59% |
12.11.2019 | 15.48% | 0.06 | 0.07 | 240'000 | 240'000 | 240'000 | 240'000 | 14'358 | 16'758 | 98.82% | 98.82% |
11.11.2019 | 16.99% | 0.06 | 0.07 | 240'000 | 240'000 | 240'000 | 240'000 | 13'104 | 15'504 | 96.81% | 96.81% |
08.11.2019 | 11.96% | 0.08 | 0.09 | 220'000 | 220'000 | 220'000 | 220'000 | 17'359 | 19'559 | 98.75% | 98.75% |
07.11.2019 | 10.68% | 0.11 | 0.12 | 250'000 | 250'000 | 250'000 | 250'000 | 22'386 | 24'886 | 99.95% | 99.95% |
06.11.2019 | 11.22% | 0.07 | 0.08 | 260'000 | 260'000 | 260'000 | 260'000 | 22'035 | 24'635 | 98.70% | 98.72% |
05.11.2019 | 15.03% | 0.07 | 0.08 | 320'000 | 320'000 | 319'994 | 320'000 | 19'750 | 22'950 | 98.05% | 98.05% |