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 | 1.68% | 1.17 | 1.19 | 600'000 | 200'000 | 600'000 | 200'000 | 707'450 | 239'817 | 100.00% | 100.00% |
19.09.2019 | 1.67% | 1.22 | 1.24 | 600'000 | 200'000 | 600'000 | 200'000 | 712'889 | 241'630 | 99.99% | 99.99% |
18.09.2019 | 1.76% | 1.14 | 1.16 | 600'000 | 200'000 | 600'000 | 200'000 | 676'298 | 229'433 | 100.00% | 100.00% |
17.09.2019 | 1.85% | 1.09 | 1.11 | 600'000 | 200'000 | 600'000 | 200'000 | 643'571 | 218'524 | 99.93% | 99.93% |
16.09.2019 | 1.88% | 1.05 | 1.07 | 600'000 | 200'000 | 600'000 | 200'000 | 631'162 | 214'388 | 100.00% | 100.00% |
13.09.2019 | 1.75% | 1.11 | 1.13 | 600'000 | 200'000 | 600'000 | 200'000 | 677'837 | 229'946 | 99.82% | 99.82% |
12.09.2019 | 1.80% | 1.10 | 1.12 | 600'000 | 200'000 | 600'000 | 200'000 | 659'385 | 223'795 | 97.44% | 97.44% |
12.09.2019 | 1.80% | 1.10 | 1.12 | 600'000 | 200'000 | 600'000 | 200'000 | 659'385 | 223'795 | 97.44% | 97.44% |
11.09.2019 | 1.82% | 1.10 | 1.12 | 600'000 | 200'000 | 600'000 | 200'000 | 652'089 | 221'363 | 99.94% | 99.94% |