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 | - | 0.65 | - | 45'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 19.01% |
25.10.2019 | 2.27% | 0.65 | 0.67 | 40'000 | 40'000 | 40'000 | 40'000 | 26'580 | 27'191 | 97.50% | 100.00% |
24.10.2019 | 2.04% | 0.69 | 0.70 | 35'000 | 35'000 | 35'000 | 35'000 | 25'188 | 25'709 | 100.00% | 100.00% |
23.10.2019 | 1.76% | 0.76 | 0.77 | 35'000 | 35'000 | 35'000 | 35'000 | 26'953 | 27'431 | 100.00% | 100.00% |
22.10.2019 | 1.74% | 0.78 | 0.79 | 35'000 | 35'000 | 35'000 | 35'000 | 27'562 | 28'045 | 100.00% | 100.00% |
21.10.2019 | 1.78% | 0.81 | 0.82 | 30'000 | 30'000 | 30'000 | 30'000 | 24'940 | 25'387 | 100.00% | 100.00% |
18.10.2019 | 1.76% | 0.82 | 0.84 | 35'000 | 35'000 | 35'000 | 35'000 | 28'528 | 29'036 | 98.76% | 98.76% |
17.10.2019 | 1.78% | 0.79 | 0.81 | 30'000 | 30'000 | 30'000 | 30'000 | 23'861 | 24'289 | 99.80% | 99.80% |