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 | 1.51% | 0.66 | 0.67 | 210'000 | 210'000 | 209'998 | 210'000 | 138'054 | 140'155 | 99.21% | 99.21% |
19.09.2019 | 1.67% | 0.61 | 0.62 | 210'000 | 210'000 | 210'000 | 210'000 | 124'836 | 126'936 | 99.35% | 99.35% |
18.09.2019 | 1.55% | 0.69 | 0.70 | 210'000 | 210'000 | 210'000 | 210'000 | 134'522 | 136'622 | 99.77% | 99.77% |
17.09.2019 | 1.63% | 0.65 | 0.66 | 210'000 | 210'000 | 209'947 | 210'000 | 128'101 | 130'232 | 98.82% | 98.82% |
16.09.2019 | 1.57% | 0.65 | 0.66 | 210'000 | 210'000 | 209'963 | 210'000 | 132'570 | 134'692 | 98.59% | 98.59% |
13.09.2019 | 1.53% | 0.55 | 0.56 | 210'000 | 210'000 | 210'000 | 209'986 | 136'315 | 138'406 | 98.20% | 98.20% |
12.09.2019 | 1.43% | 0.74 | 0.75 | 210'000 | 210'000 | 210'000 | 210'000 | 146'566 | 148'666 | 97.85% | 97.85% |
12.09.2019 | 1.43% | 0.74 | 0.75 | 210'000 | 210'000 | 210'000 | 210'000 | 146'566 | 148'666 | 97.85% | 97.85% |
11.09.2019 | 1.84% | 0.57 | 0.58 | 210'000 | 210'000 | 210'000 | 210'000 | 113'144 | 115'244 | 99.32% | 99.32% |