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 | - | - |
21.09.2018 | 2.27% | 0.75 | 0.77 | 75'000 | 75'000 | 75'155 | 75'155 | 55'811 | 57'097 | 100.00% | 100.00% |
20.09.2018 | 1.61% | 0.66 | 0.67 | 100'000 | 100'000 | 99'480 | 99'480 | 61'350 | 62'344 | 100.00% | 100.00% |
19.09.2018 | 1.91% | 0.55 | 0.56 | 100'000 | 100'000 | 101'109 | 101'109 | 52'441 | 53'452 | 98.95% | 98.95% |
18.09.2018 | 2.14% | 0.48 | 0.49 | 125'000 | 125'000 | 124'468 | 124'472 | 57'622 | 58'869 | 98.91% | 98.91% |
17.09.2018 | 2.21% | 0.45 | 0.46 | 125'000 | 125'000 | 125'000 | 125'000 | 56'081 | 57'331 | 99.62% | 99.62% |
14.09.2018 | 2.22% | 0.45 | 0.46 | 125'000 | 125'000 | 125'000 | 125'000 | 55'837 | 57'087 | 99.74% | 99.74% |
13.09.2018 | 2.18% | 0.45 | 0.46 | 125'000 | 125'000 | 125'000 | 125'000 | 56'757 | 58'007 | 100.00% | 100.00% |
12.09.2018 | 2.36% | 0.42 | 0.43 | 125'000 | 125'000 | 125'242 | 125'263 | 52'586 | 53'848 | 99.13% | 99.13% |
11.09.2018 | 2.42% | 0.42 | 0.43 | 125'000 | 125'000 | 129'809 | 129'648 | 52'976 | 54'203 | 99.56% | 99.56% |