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 | - | 0.06 | - | 300'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 19.41% |
25.10.2019 | 18.63% | 0.07 | 0.09 | 250'000 | 250'000 | 250'000 | 250'000 | 18'250 | 22'000 | 97.40% | 100.00% |
24.10.2019 | 17.14% | 0.08 | 0.10 | 225'000 | 225'000 | 225'000 | 225'000 | 18'000 | 21'375 | 100.00% | 100.00% |
23.10.2019 | 16.39% | 0.08 | 0.10 | 225'000 | 225'000 | 225'000 | 225'000 | 18'900 | 22'275 | 100.00% | 100.00% |
22.10.2019 | 10.53% | 0.09 | 0.10 | 225'000 | 225'000 | 225'000 | 225'000 | 20'250 | 22'500 | 100.00% | 100.00% |
21.10.2019 | 17.82% | 0.09 | 0.11 | 200'000 | 200'000 | 200'000 | 200'000 | 18'400 | 22'000 | 100.00% | 100.00% |
18.10.2019 | 11.64% | 0.09 | 0.10 | 225'000 | 225'000 | 225'000 | 225'000 | 20'025 | 22'500 | 98.77% | 98.77% |
17.10.2019 | 16.96% | 0.08 | 0.10 | 200'000 | 200'000 | 200'000 | 200'000 | 17'433 | 20'671 | 99.80% | 99.80% |