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 | 7.44% | 0.26 | 0.28 | 300'000 | 100'000 | 300'000 | 100'000 | 77'659 | 27'886 | 98.44% | 98.44% |
19.09.2019 | 6.86% | 0.27 | 0.29 | 300'000 | 100'000 | 300'000 | 100'000 | 84'795 | 30'265 | 99.99% | 99.99% |
18.09.2019 | 4.61% | 0.31 | 0.33 | 300'000 | 100'000 | 300'000 | 100'000 | 96'497 | 33'666 | 100.00% | 100.00% |
17.09.2019 | 3.97% | 0.40 | 0.41 | 300'000 | 100'000 | 300'000 | 100'000 | 111'348 | 38'616 | 100.00% | 100.00% |
16.09.2019 | 4.85% | 0.28 | 0.30 | 300'000 | 100'000 | 300'000 | 100'000 | 90'667 | 31'722 | 99.98% | 99.98% |
13.09.2019 | 4.79% | 0.33 | 0.34 | 300'000 | 100'000 | 300'000 | 100'000 | 92'000 | 32'167 | 99.93% | 99.93% |
12.09.2019 | 4.92% | 0.31 | 0.33 | 300'000 | 100'000 | 300'000 | 100'000 | 90'130 | 31'543 | 99.78% | 99.78% |
12.09.2019 | 4.92% | 0.31 | 0.33 | 300'000 | 100'000 | 300'000 | 100'000 | 90'130 | 31'543 | 99.78% | 99.78% |
11.09.2019 | 4.24% | 0.37 | 0.39 | 300'000 | 100'000 | 300'000 | 100'000 | 104'253 | 36'251 | 98.25% | 98.25% |