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 | - | 0.12 | - | 400'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 19.42% |
25.10.2019 | 7.20% | 0.12 | 0.13 | 350'000 | 350'000 | 350'000 | 350'000 | 46'938 | 50'438 | 97.42% | 100.00% |
24.10.2019 | 6.50% | 0.14 | 0.15 | 250'000 | 250'000 | 250'000 | 250'000 | 37'269 | 39'769 | 100.00% | 100.00% |
23.10.2019 | 5.09% | 0.20 | 0.21 | 175'000 | 175'000 | 175'000 | 175'000 | 33'548 | 35'298 | 100.00% | 100.00% |
22.10.2019 | 3.80% | 0.27 | 0.28 | 175'000 | 175'000 | 175'000 | 175'000 | 45'276 | 47'026 | 100.00% | 100.00% |
21.10.2019 | 3.52% | 0.26 | 0.27 | 125'000 | 125'000 | 125'000 | 125'000 | 35'014 | 36'264 | 100.00% | 100.00% |
18.10.2019 | 3.02% | 0.34 | 0.35 | 125'000 | 125'000 | 125'000 | 125'000 | 40'855 | 42'105 | 98.77% | 98.77% |
17.10.2019 | 2.90% | 0.34 | 0.35 | 125'000 | 125'000 | 125'000 | 125'000 | 42'579 | 43'829 | 99.76% | 99.76% |