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 | 2.75% | 0.37 | 0.38 | 60'000 | 60'000 | 60'000 | 60'000 | 21'492 | 22'092 | 99.56% | 99.56% |
20.09.2018 | 3.02% | 0.33 | 0.34 | 110'000 | 110'000 | 70'887 | 70'887 | 23'334 | 24'043 | 97.47% | 97.47% |
19.09.2018 | 4.34% | 0.28 | 0.29 | 110'000 | 110'000 | 70'845 | 70'845 | 16'650 | 17'359 | 98.57% | 98.57% |
18.09.2018 | 5.89% | 0.20 | 0.21 | 110'000 | 110'000 | 70'808 | 70'808 | 12'000 | 12'708 | 98.22% | 98.22% |
17.09.2018 | 7.48% | 0.18 | 0.19 | 120'000 | 120'000 | 72'719 | 72'719 | 9'958 | 10'686 | 98.87% | 98.87% |
14.09.2018 | 6.43% | 0.17 | 0.18 | 120'000 | 120'000 | 72'873 | 72'873 | 11'107 | 11'836 | 99.22% | 99.22% |
13.09.2018 | 7.46% | 0.14 | 0.15 | 130'000 | 130'000 | 82'851 | 82'851 | 10'907 | 11'735 | 99.17% | 99.17% |
12.09.2018 | 13.10% | 0.08 | 0.09 | 150'000 | 150'000 | 94'751 | 94'751 | 6'681 | 7'628 | 98.73% | 98.73% |
11.09.2018 | 14.30% | 0.07 | 0.08 | 150'000 | 150'000 | 95'033 | 95'033 | 6'172 | 7'122 | 98.95% | 98.95% |