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 | 0.84% | 1.18 | 1.19 | 50'000 | 50'000 | 50'000 | 50'000 | 59'532 | 60'032 | 100.00% | 100.00% |
19.09.2019 | 0.82% | 1.21 | 1.22 | 50'000 | 50'000 | 50'000 | 50'000 | 60'667 | 61'167 | 99.89% | 99.89% |
18.09.2019 | 0.82% | 1.23 | 1.24 | 50'000 | 50'000 | 50'000 | 50'000 | 61'062 | 61'562 | 100.00% | 100.00% |
17.09.2019 | 0.81% | 1.22 | 1.23 | 50'000 | 50'000 | 50'000 | 50'000 | 61'763 | 62'263 | 100.00% | 100.00% |
16.09.2019 | 0.80% | 1.25 | 1.26 | 50'000 | 50'000 | 50'000 | 50'000 | 62'280 | 62'780 | 100.00% | 100.00% |
13.09.2019 | 0.83% | 1.20 | 1.21 | 50'000 | 50'000 | 50'000 | 50'000 | 59'733 | 60'233 | 100.00% | 100.00% |
12.09.2019 | 0.84% | 1.18 | 1.19 | 50'000 | 50'000 | 50'000 | 50'000 | 59'406 | 59'906 | 100.00% | 100.00% |
12.09.2019 | 0.84% | 1.18 | 1.19 | 50'000 | 50'000 | 50'000 | 50'000 | 59'406 | 59'906 | 100.00% | 100.00% |
11.09.2019 | 0.85% | 1.19 | 1.20 | 50'000 | 50'000 | 50'000 | 50'000 | 58'788 | 59'288 | 100.00% | 100.00% |