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 | - | 0.57 | - | 150'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 19.41% |
25.10.2019 | 1.49% | 0.64 | 0.66 | 125'000 | 125'000 | 125'000 | 125'000 | 83'357 | 84'607 | 97.08% | 99.55% |
24.10.2019 | 1.58% | 0.70 | 0.71 | 150'000 | 150'000 | 150'000 | 150'000 | 94'540 | 96'040 | 99.57% | 99.57% |
23.10.2019 | 1.53% | 0.63 | 0.64 | 150'000 | 150'000 | 150'000 | 150'000 | 97'428 | 98'928 | 99.53% | 99.53% |
22.10.2019 | 1.71% | 0.62 | 0.63 | 175'000 | 175'000 | 175'000 | 175'000 | 101'660 | 103'410 | 99.40% | 99.40% |
21.10.2019 | 1.76% | 0.54 | 0.55 | 125'000 | 125'000 | 125'000 | 125'000 | 70'607 | 71'857 | 99.06% | 99.06% |
18.10.2019 | 1.49% | 0.73 | 0.74 | 150'000 | 150'000 | 150'000 | 150'000 | 100'192 | 101'692 | 97.63% | 97.63% |
17.10.2019 | 1.47% | 0.68 | 0.69 | 125'000 | 125'000 | 125'000 | 125'000 | 84'285 | 85'535 | 99.33% | 99.33% |