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 | - | - |
20.09.2019 | 5.86% | 0.16 | 0.17 | 325'000 | 325'000 | 315'206 | 315'206 | 52'196 | 55'348 | 100.00% | 100.00% |
19.09.2019 | 7.53% | 0.14 | 0.15 | 375'000 | 375'000 | 419'141 | 410'680 | 51'938 | 55'187 | 100.00% | 100.00% |
18.09.2019 | 7.62% | 0.13 | 0.14 | 425'000 | 425'000 | 410'632 | 410'528 | 51'888 | 55'981 | 100.00% | 100.00% |
17.09.2019 | 4.99% | 0.17 | 0.18 | 300'000 | 300'000 | 264'573 | 264'573 | 51'693 | 54'338 | 100.00% | 100.00% |
16.09.2019 | 4.84% | 0.18 | 0.19 | 275'000 | 275'000 | 254'630 | 254'740 | 51'353 | 53'923 | 99.67% | 99.67% |
13.09.2019 | 6.25% | 0.15 | 0.16 | 350'000 | 350'000 | 337'708 | 337'477 | 52'332 | 55'671 | 100.00% | 100.00% |
12.09.2019 | 4.73% | 0.21 | 0.22 | 275'000 | 275'000 | 251'516 | 251'514 | 51'973 | 54'490 | 99.60% | 99.60% |
12.09.2019 | 4.73% | 0.21 | 0.22 | 275'000 | 275'000 | 251'516 | 251'514 | 51'973 | 54'490 | 99.60% | 99.60% |
11.09.2019 | 3.69% | 0.24 | 0.25 | 200'000 | 200'000 | 193'482 | 193'447 | 51'627 | 53'552 | 96.82% | 96.82% |