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 | 6.66% | 0.29 | 0.31 | 300'000 | 100'000 | 300'000 | 100'000 | 87'185 | 31'062 | 98.51% | 98.51% |
19.09.2019 | 6.44% | 0.29 | 0.31 | 300'000 | 100'000 | 300'000 | 100'000 | 90'376 | 32'125 | 99.99% | 99.99% |
18.09.2019 | 6.02% | 0.30 | 0.32 | 300'000 | 100'000 | 300'000 | 100'000 | 87'192 | 30'864 | 100.00% | 100.00% |
17.09.2019 | 6.90% | 0.25 | 0.27 | 300'000 | 100'000 | 300'000 | 100'000 | 75'591 | 26'997 | 99.51% | 99.51% |
16.09.2019 | 8.68% | 0.19 | 0.21 | 300'000 | 100'000 | 300'000 | 100'000 | 59'616 | 21'672 | 100.00% | 100.00% |
13.09.2019 | 6.85% | 0.24 | 0.26 | 300'000 | 100'000 | 300'000 | 100'000 | 76'211 | 27'204 | 100.00% | 100.00% |
12.09.2019 | 6.52% | 0.28 | 0.30 | 300'000 | 100'000 | 300'000 | 100'000 | 80'193 | 28'531 | 99.60% | 99.60% |
12.09.2019 | 6.52% | 0.28 | 0.30 | 300'000 | 100'000 | 300'000 | 100'000 | 80'193 | 28'531 | 99.60% | 99.60% |
11.09.2019 | 6.05% | 0.26 | 0.28 | 300'000 | 100'000 | 300'641 | 100'214 | 87'059 | 30'824 | 98.31% | 98.31% |