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 | - | 0.28 | - | 250'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 19.02% |
25.10.2019 | 3.20% | 0.29 | 0.30 | 200'000 | 200'000 | 200'000 | 200'000 | 61'467 | 63'467 | 97.43% | 100.00% |
24.10.2019 | 2.96% | 0.33 | 0.34 | 150'000 | 150'000 | 150'000 | 150'000 | 49'885 | 51'385 | 100.00% | 100.00% |
23.10.2019 | 2.48% | 0.41 | 0.42 | 125'000 | 125'000 | 125'000 | 125'000 | 49'865 | 51'115 | 100.00% | 100.00% |
22.10.2019 | 2.01% | 0.51 | 0.52 | 125'000 | 125'000 | 125'000 | 125'000 | 61'474 | 62'724 | 100.00% | 100.00% |
21.10.2019 | 1.90% | 0.49 | 0.50 | 100'000 | 100'000 | 100'000 | 100'000 | 52'171 | 53'171 | 100.00% | 100.00% |
18.10.2019 | 1.70% | 0.60 | 0.61 | 100'000 | 100'000 | 100'000 | 100'000 | 58'270 | 59'270 | 98.76% | 98.76% |
17.10.2019 | 1.65% | 0.60 | 0.61 | 100'000 | 100'000 | 100'000 | 100'000 | 60'101 | 61'101 | 99.80% | 99.80% |