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 | 6.46% | 0.15 | 0.15 | 150'000 | 50'000 | 150'000 | 50'000 | 22'472 | 7'991 | 14.42% | 100.00% |
19.09.2019 | - | 0.22 | - | 150'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.69% |
18.09.2019 | - | 0.25 | - | 150'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17.09.2019 | 4.08% | 0.25 | 0.26 | 150'000 | 50'000 | 150'000 | 50'000 | 36'027 | 12'509 | 88.30% | 99.85% |
16.09.2019 | 3.35% | 0.27 | 0.28 | 150'000 | 50'000 | 156'346 | 52'115 | 45'849 | 15'804 | 100.00% | 100.00% |
13.09.2019 | 3.04% | 0.33 | 0.34 | 150'000 | 50'000 | 150'000 | 50'000 | 48'561 | 16'687 | 99.75% | 99.75% |
12.09.2019 | 3.44% | 0.32 | 0.33 | 225'000 | 75'000 | 217'043 | 72'348 | 61'894 | 21'355 | 98.72% | 98.72% |
12.09.2019 | 3.44% | 0.32 | 0.33 | 225'000 | 75'000 | 217'043 | 72'348 | 61'894 | 21'355 | 98.72% | 98.72% |
11.09.2019 | 3.86% | 0.24 | 0.25 | 225'000 | 75'000 | 225'000 | 75'000 | 57'185 | 19'812 | 99.90% | 99.90% |