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 | 2.41% | 0.41 | 0.42 | 600'000 | 200'000 | 600'000 | 200'000 | 246'449 | 84'150 | 99.92% | 99.92% |
20.09.2018 | 2.44% | 0.42 | 0.43 | 600'000 | 200'000 | 600'000 | 200'000 | 243'092 | 83'031 | 99.74% | 99.74% |
19.09.2018 | 2.21% | 0.42 | 0.43 | 600'000 | 200'000 | 600'000 | 200'000 | 268'767 | 91'589 | 99.93% | 99.93% |
18.09.2018 | 2.10% | 0.47 | 0.48 | 600'000 | 200'000 | 600'000 | 200'000 | 282'140 | 96'047 | 99.80% | 99.80% |
17.09.2018 | 1.98% | 0.50 | 0.51 | 600'000 | 200'000 | 600'000 | 200'000 | 300'323 | 102'108 | 99.93% | 99.93% |
14.09.2018 | 3.94% | 0.50 | 0.52 | 600'000 | 200'000 | 600'000 | 200'000 | 298'513 | 103'504 | 100.00% | 100.00% |
13.09.2018 | 3.82% | 0.52 | 0.54 | 600'000 | 200'000 | 600'000 | 200'000 | 308'550 | 106'850 | 99.99% | 99.99% |
12.09.2018 | 4.47% | 0.46 | 0.48 | 600'000 | 200'000 | 600'000 | 200'000 | 262'866 | 91'622 | 100.00% | 100.00% |
11.09.2018 | 4.51% | 0.40 | 0.42 | 600'000 | 200'000 | 600'000 | 200'000 | 260'131 | 90'710 | 99.98% | 99.98% |