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 | 2.09% | 0.95 | 0.97 | 450'000 | 150'000 | 450'000 | 150'000 | 425'600 | 144'867 | 99.99% | 99.99% |
19.09.2019 | 1.99% | 1.00 | 1.02 | 450'000 | 150'000 | 450'000 | 150'000 | 447'553 | 152'184 | 100.00% | 100.00% |
18.09.2019 | 2.02% | 0.95 | 0.97 | 450'000 | 150'000 | 450'000 | 150'000 | 441'276 | 150'092 | 100.00% | 100.00% |
17.09.2019 | 2.15% | 0.95 | 0.97 | 450'000 | 150'000 | 450'000 | 150'000 | 415'161 | 141'387 | 99.91% | 99.91% |
16.09.2019 | 2.09% | 0.95 | 0.97 | 450'000 | 150'000 | 450'000 | 150'000 | 425'422 | 144'807 | 100.00% | 100.00% |
13.09.2019 | 2.03% | 0.99 | 1.01 | 450'000 | 150'000 | 450'000 | 150'000 | 438'526 | 149'175 | 99.82% | 99.82% |
12.09.2019 | 2.20% | 0.90 | 0.92 | 450'000 | 150'000 | 450'000 | 150'000 | 404'833 | 137'944 | 96.76% | 96.76% |
12.09.2019 | 2.20% | 0.90 | 0.92 | 450'000 | 150'000 | 450'000 | 150'000 | 404'833 | 137'944 | 96.76% | 96.76% |
11.09.2019 | 2.21% | 0.89 | 0.91 | 450'000 | 150'000 | 450'000 | 150'000 | 402'502 | 137'167 | 100.00% | 100.00% |