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 | 5.54% | 0.46 | 0.48 | 110'000 | 50'000 | 115'519 | 50'000 | 52'372 | 23'979 | 100.00% | 100.00% |
19.09.2019 | 5.59% | 0.49 | 0.51 | 110'000 | 50'000 | 109'859 | 49'959 | 53'002 | 25'488 | 100.00% | 100.00% |
18.09.2019 | 5.43% | 0.46 | 0.48 | 110'000 | 50'000 | 109'782 | 50'000 | 52'080 | 25'046 | 96.94% | 96.94% |
17.09.2019 | 6.01% | 0.46 | 0.48 | 110'000 | 50'000 | 118'700 | 50'000 | 52'162 | 23'345 | 97.11% | 97.11% |
16.09.2019 | 5.57% | 0.46 | 0.48 | 110'000 | 50'000 | 116'591 | 50'000 | 52'866 | 23'987 | 100.00% | 100.00% |
13.09.2019 | 5.31% | 0.48 | 0.51 | 110'000 | 50'000 | 110'331 | 50'000 | 52'070 | 24'888 | 100.00% | 100.00% |
12.09.2019 | 5.82% | 0.43 | 0.46 | 120'000 | 50'000 | 117'299 | 49'223 | 50'790 | 22'578 | 98.82% | 98.82% |
12.09.2019 | 5.82% | 0.43 | 0.46 | 120'000 | 50'000 | 117'299 | 49'223 | 50'790 | 22'578 | 98.82% | 98.82% |
11.09.2019 | 6.19% | 0.43 | 0.45 | 120'000 | 50'000 | 120'057 | 50'000 | 51'549 | 22'841 | 100.00% | 100.00% |