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 | - | 0.55 | - | 125'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 19.01% |
25.10.2019 | 1.71% | 0.55 | 0.56 | 100'000 | 100'000 | 100'000 | 100'000 | 57'856 | 58'856 | 96.07% | 98.66% |
24.10.2019 | 1.65% | 0.59 | 0.60 | 100'000 | 100'000 | 100'000 | 100'000 | 59'937 | 60'937 | 100.00% | 100.00% |
23.10.2019 | 1.63% | 0.61 | 0.62 | 100'000 | 100'000 | 100'000 | 100'000 | 61'007 | 62'007 | 100.00% | 100.00% |
22.10.2019 | 1.58% | 0.61 | 0.62 | 100'000 | 100'000 | 100'000 | 100'000 | 62'780 | 63'780 | 100.00% | 100.00% |
21.10.2019 | 1.62% | 0.60 | 0.61 | 100'000 | 100'000 | 100'000 | 100'000 | 61'256 | 62'256 | 100.00% | 100.00% |
18.10.2019 | 1.65% | 0.60 | 0.61 | 100'000 | 100'000 | 100'000 | 100'000 | 60'214 | 61'214 | 98.76% | 98.76% |
17.10.2019 | 1.59% | 0.62 | 0.63 | 100'000 | 100'000 | 100'000 | 100'000 | 62'388 | 63'388 | 99.79% | 99.79% |