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 | - | - |
02.12.2019 | 2.69% | 0.11 | 0.19 | 750'000 | 750'000 | 749'909 | 749'884 | 468'242 | 476'469 | 94.94% | 94.94% |
29.11.2019 | 1.45% | 0.68 | 0.69 | 750'000 | 750'000 | 749'977 | 749'990 | 517'481 | 524'991 | 99.67% | 99.67% |
28.11.2019 | 1.46% | 0.67 | 0.68 | 750'000 | 750'000 | 750'000 | 749'991 | 510'541 | 518'035 | 96.85% | 96.85% |
27.11.2019 | 1.30% | 0.79 | 0.80 | 750'000 | 750'000 | 749'975 | 750'000 | 573'668 | 581'188 | 98.48% | 98.48% |
26.11.2019 | 1.51% | 0.70 | 0.71 | 750'000 | 750'000 | 750'000 | 749'984 | 494'777 | 502'267 | 98.96% | 98.96% |
25.11.2019 | 1.52% | 0.70 | 0.71 | 750'000 | 750'000 | 749'969 | 749'999 | 491'557 | 499'076 | 99.52% | 99.52% |
22.11.2019 | 1.83% | 0.53 | 0.54 | 750'000 | 750'000 | 749'941 | 749'941 | 410'157 | 417'658 | 97.63% | 97.63% |
21.11.2019 | 2.19% | 0.51 | 0.52 | 750'000 | 748'000 | 749'943 | 749'986 | 343'420 | 350'940 | 97.53% | 97.53% |
20.11.2019 | 2.17% | 0.55 | 0.56 | 750'000 | 750'000 | 749'980 | 749'938 | 346'829 | 354'309 | 99.54% | 99.54% |