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 | - | 0.05 | - | 1'000'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 19.02% |
25.10.2019 | 18.18% | 0.05 | 0.06 | 900'000 | 900'000 | 900'000 | 900'000 | 45'000 | 54'000 | 96.10% | 98.66% |
24.10.2019 | 15.38% | 0.06 | 0.07 | 900'000 | 900'000 | 900'000 | 900'000 | 54'000 | 63'000 | 100.00% | 100.00% |
23.10.2019 | 14.29% | 0.07 | 0.08 | 900'000 | 900'000 | 900'000 | 900'000 | 58'500 | 67'500 | 100.00% | 100.00% |
22.10.2019 | 15.87% | 0.06 | 0.07 | 900'000 | 900'000 | 900'000 | 900'000 | 52'200 | 61'200 | 100.00% | 100.00% |
21.10.2019 | 15.55% | 0.06 | 0.07 | 800'000 | 800'000 | 800'000 | 800'000 | 47'722 | 55'722 | 100.00% | 100.00% |
18.10.2019 | 14.71% | 0.06 | 0.07 | 800'000 | 800'000 | 800'000 | 800'000 | 50'400 | 58'400 | 98.75% | 98.75% |
17.10.2019 | 14.29% | 0.07 | 0.08 | 800'000 | 800'000 | 800'000 | 800'000 | 52'000 | 60'000 | 99.79% | 99.79% |