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 | - | - |
21.11.2019 | 3.22% | 0.24 | 0.25 | 100'000 | 100'000 | 100'000 | 100'000 | 31'044 | 32'044 | 100.00% | 100.00% |
20.11.2019 | 2.59% | 0.39 | 0.40 | 100'000 | 100'000 | 100'000 | 99'980 | 38'127 | 39'119 | 100.00% | 100.00% |
19.11.2019 | 2.59% | 0.38 | 0.39 | 100'000 | 100'000 | 99'704 | 100'000 | 38'055 | 39'174 | 100.00% | 100.00% |
18.11.2019 | 2.20% | 0.43 | 0.44 | 100'000 | 100'000 | 100'000 | 100'000 | 44'954 | 45'954 | 100.00% | 100.00% |
15.11.2019 | 2.19% | 0.41 | 0.42 | 100'000 | 100'000 | 100'000 | 100'000 | 45'293 | 46'293 | 99.59% | 99.59% |
14.11.2019 | 2.09% | 0.47 | 0.48 | 100'000 | 100'000 | 100'000 | 100'000 | 47'379 | 48'379 | 100.00% | 100.00% |
13.11.2019 | 2.00% | 0.50 | 0.51 | 100'000 | 100'000 | 100'000 | 100'000 | 49'432 | 50'432 | 100.00% | 100.00% |
12.11.2019 | 2.06% | 0.47 | 0.48 | 100'000 | 100'000 | 100'000 | 100'000 | 48'044 | 49'044 | 100.00% | 100.00% |
11.11.2019 | 2.02% | 0.49 | 0.50 | 100'000 | 100'000 | 100'000 | 100'000 | 49'082 | 50'082 | 100.00% | 100.00% |