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 | - | - |
14.11.2019 | 20.15% | 0.05 | 0.06 | 500'000 | 50'000 | 500'000 | 50'000 | 24'063 | 2'940 | 100.00% | 100.00% |
13.11.2019 | 20.75% | 0.04 | 0.06 | 500'000 | 50'000 | 500'000 | 50'000 | 24'276 | 2'983 | 100.00% | 100.00% |
12.11.2019 | 15.29% | 0.06 | 0.07 | 500'000 | 50'000 | 500'000 | 50'000 | 34'235 | 3'980 | 100.00% | 100.00% |
11.11.2019 | 9.23% | 0.10 | 0.11 | 500'000 | 50'000 | 455'878 | 50'000 | 50'462 | 6'112 | 100.00% | 100.00% |
08.11.2019 | 6.39% | 0.17 | 0.18 | 300'000 | 50'000 | 313'584 | 50'000 | 51'016 | 8'698 | 100.00% | 100.00% |
07.11.2019 | 6.37% | 0.15 | 0.16 | 340'000 | 50'000 | 322'505 | 50'000 | 51'055 | 8'463 | 100.00% | 100.00% |
06.11.2019 | 5.12% | 0.19 | 0.20 | 270'000 | 50'000 | 235'221 | 50'000 | 50'498 | 11'330 | 100.00% | 100.00% |
05.11.2019 | 6.28% | 0.20 | 0.21 | 250'000 | 50'000 | 306'118 | 50'000 | 50'934 | 8'917 | 100.00% | 100.00% |
04.11.2019 | 7.56% | 0.14 | 0.16 | 360'000 | 50'000 | 334'014 | 50'000 | 50'963 | 8'250 | 96.60% | 96.60% |