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 | 7.71% | 0.25 | 0.27 | 200'000 | 50'000 | 201'920 | 50'000 | 50'333 | 13'468 | 100.00% | 100.00% |
19.09.2019 | 7.06% | 0.26 | 0.28 | 200'000 | 50'000 | 187'417 | 49'956 | 51'311 | 14'746 | 90.06% | 90.06% |
18.09.2019 | 6.20% | 0.31 | 0.33 | 170'000 | 50'000 | 165'554 | 50'000 | 51'735 | 16'817 | 94.06% | 94.06% |
17.09.2019 | 5.34% | 0.39 | 0.41 | 130'000 | 50'000 | 141'684 | 50'000 | 51'634 | 19'288 | 95.48% | 95.48% |
16.09.2019 | 6.52% | 0.28 | 0.30 | 180'000 | 50'000 | 174'006 | 50'000 | 51'659 | 15'863 | 100.00% | 100.00% |
13.09.2019 | 6.45% | 0.32 | 0.34 | 160'000 | 50'000 | 171'191 | 50'000 | 51'398 | 16'051 | 100.00% | 100.00% |
12.09.2019 | 6.93% | 0.30 | 0.32 | 170'000 | 50'000 | 170'523 | 49'027 | 49'756 | 15'420 | 96.87% | 96.87% |
12.09.2019 | 6.93% | 0.30 | 0.32 | 170'000 | 50'000 | 170'523 | 49'027 | 49'756 | 15'420 | 96.87% | 96.87% |
11.09.2019 | 5.77% | 0.38 | 0.40 | 140'000 | 50'000 | 153'403 | 50'000 | 51'624 | 17'875 | 90.00% | 90.00% |