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 | - | - |
29.10.2019 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
28.10.2019 | - | 0.09 | - | 800'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 19.02% |
25.10.2019 | 10.06% | 0.09 | 0.10 | 800'000 | 800'000 | 800'000 | 800'000 | 75'704 | 83'704 | 97.43% | 100.00% |
24.10.2019 | 10.48% | 0.09 | 0.10 | 800'000 | 800'000 | 800'000 | 800'000 | 72'342 | 80'342 | 100.00% | 100.00% |
23.10.2019 | 9.64% | 0.09 | 0.10 | 800'000 | 800'000 | 800'000 | 800'000 | 79'047 | 87'047 | 100.00% | 100.00% |
22.10.2019 | 9.94% | 0.10 | 0.11 | 800'000 | 800'000 | 800'000 | 800'000 | 76'709 | 84'709 | 100.00% | 100.00% |
21.10.2019 | 9.58% | 0.10 | 0.11 | 700'000 | 700'000 | 700'000 | 700'000 | 69'767 | 76'767 | 100.00% | 100.00% |
18.10.2019 | 8.70% | 0.11 | 0.12 | 700'000 | 700'000 | 700'000 | 700'000 | 77'000 | 84'000 | 98.75% | 98.75% |
17.10.2019 | 9.52% | 0.10 | 0.11 | 800'000 | 800'000 | 800'000 | 800'000 | 79'998 | 87'998 | 99.78% | 99.78% |