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 | 5.53% | 0.27 | 0.28 | 450'000 | 150'000 | 449'997 | 150'000 | 119'245 | 41'999 | 99.99% | 99.99% |
19.09.2019 | 4.67% | 0.32 | 0.33 | 450'000 | 150'000 | 450'000 | 150'000 | 141'199 | 49'316 | 99.99% | 99.99% |
18.09.2019 | 4.90% | 0.27 | 0.29 | 450'000 | 150'000 | 450'000 | 150'000 | 134'868 | 47'206 | 100.00% | 100.00% |
17.09.2019 | 5.98% | 0.27 | 0.29 | 450'000 | 150'000 | 450'000 | 150'000 | 109'919 | 38'890 | 99.89% | 99.89% |
16.09.2019 | 5.46% | 0.27 | 0.29 | 450'000 | 150'000 | 450'000 | 150'000 | 120'487 | 42'413 | 99.89% | 99.89% |
13.09.2019 | 4.89% | 0.32 | 0.33 | 450'000 | 150'000 | 450'000 | 150'000 | 134'898 | 47'216 | 99.80% | 99.80% |
12.09.2019 | 6.07% | 0.24 | 0.25 | 600'000 | 200'000 | 599'419 | 199'806 | 143'975 | 50'989 | 96.50% | 96.50% |
12.09.2019 | 6.07% | 0.24 | 0.25 | 600'000 | 200'000 | 599'419 | 199'806 | 143'975 | 50'989 | 96.50% | 96.50% |
11.09.2019 | 6.11% | 0.24 | 0.25 | 600'000 | 200'000 | 600'000 | 200'000 | 142'849 | 50'616 | 99.90% | 99.90% |