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 | 2.63% | 0.75 | 0.77 | 70'000 | 50'000 | 70'000 | 50'000 | 52'455 | 38'468 | 100.00% | 100.00% |
19.09.2019 | 2.56% | 0.76 | 0.78 | 70'000 | 50'000 | 69'925 | 49'958 | 54'159 | 39'694 | 96.02% | 96.02% |
18.09.2019 | 2.42% | 0.81 | 0.83 | 70'000 | 50'000 | 66'294 | 50'000 | 53'971 | 41'817 | 94.06% | 94.06% |
17.09.2019 | 2.29% | 0.89 | 0.91 | 60'000 | 50'000 | 60'902 | 50'000 | 52'685 | 44'285 | 95.48% | 95.48% |
16.09.2019 | 2.49% | 0.78 | 0.80 | 70'000 | 50'000 | 69'952 | 50'000 | 55'605 | 40'747 | 100.00% | 100.00% |
13.09.2019 | 2.48% | 0.82 | 0.84 | 70'000 | 50'000 | 70'000 | 50'000 | 55'872 | 40'909 | 100.00% | 100.00% |
12.09.2019 | 2.61% | 0.80 | 0.82 | 70'000 | 50'000 | 67'167 | 49'029 | 52'990 | 39'726 | 96.87% | 96.87% |
12.09.2019 | 2.61% | 0.80 | 0.82 | 70'000 | 50'000 | 67'167 | 49'029 | 52'990 | 39'726 | 96.87% | 96.87% |
11.09.2019 | 2.37% | 0.88 | 0.90 | 60'000 | 50'000 | 64'116 | 50'000 | 53'369 | 42'681 | 90.00% | 90.00% |