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 | - | - |
16.09.2019 | 1.00% | 99.58 | 100.58 | 750'000 | 425'000 | 750'000 | 425'000 | 746'850 | 427'465 | 92.41% | 92.41% |
13.09.2019 | 1.01% | 99.62 | 100.63 | 750'000 | 425'000 | 750'000 | 425'000 | 747'150 | 427'678 | 100.00% | 100.00% |
12.09.2019 | 1.00% | 99.63 | 100.63 | 750'000 | 425'000 | 750'000 | 425'000 | 747'225 | 427'678 | 100.00% | 100.00% |
12.09.2019 | 1.00% | 99.63 | 100.63 | 750'000 | 425'000 | 750'000 | 425'000 | 747'225 | 427'678 | 100.00% | 100.00% |
11.09.2019 | 1.00% | 99.64 | 100.64 | 750'000 | 425'000 | 750'000 | 425'000 | 747'300 | 427'720 | 100.00% | 100.00% |
10.09.2019 | 1.01% | 99.65 | 100.66 | 750'000 | 425'000 | 750'000 | 425'000 | 747'375 | 427'805 | 100.00% | 100.00% |
09.09.2019 | 1.00% | 99.67 | 100.67 | 750'000 | 425'000 | 750'000 | 425'000 | 747'525 | 427'848 | 100.00% | 100.00% |
06.09.2019 | 1.01% | 99.70 | 100.71 | 750'000 | 425'000 | 750'000 | 425'000 | 747'750 | 428'018 | 100.00% | 100.00% |
05.09.2019 | 1.01% | 99.71 | 100.72 | 750'000 | 425'000 | 750'000 | 425'000 | 747'825 | 428'060 | 88.80% | 88.80% |