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 | 6.70% | 0.08 | 0.08 | 625'000 | 325'000 | 698'196 | 359'003 | 50'742 | 27'932 | 100.00% | 100.00% |
19.09.2019 | 9.10% | 0.11 | 0.12 | 475'000 | 475'000 | 494'267 | 485'612 | 50'695 | 54'668 | 98.30% | 98.30% |
18.09.2019 | 6.94% | 0.08 | 0.09 | 600'000 | 300'000 | 542'324 | 405'391 | 51'422 | 42'394 | 99.54% | 99.54% |
17.09.2019 | 6.91% | 0.09 | 0.09 | 600'000 | 300'000 | 723'778 | 372'282 | 50'541 | 27'849 | 100.00% | 100.00% |
16.09.2019 | 6.20% | 0.09 | 0.09 | 600'000 | 300'000 | 607'787 | 336'983 | 50'531 | 30'258 | 99.55% | 99.55% |
13.09.2019 | 8.02% | 0.11 | 0.12 | 500'000 | 500'000 | 502'507 | 487'533 | 51'533 | 54'399 | 100.00% | 100.00% |
12.09.2019 | 6.31% | 0.08 | 0.08 | 600'000 | 300'000 | 651'658 | 336'528 | 50'027 | 27'516 | 99.79% | 99.79% |
12.09.2019 | 6.31% | 0.08 | 0.08 | 600'000 | 300'000 | 651'658 | 336'528 | 50'027 | 27'516 | 99.79% | 99.79% |
11.09.2019 | 6.20% | 0.08 | 0.08 | 675'000 | 350'000 | 643'610 | 334'140 | 50'351 | 27'812 | 100.00% | 100.00% |