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 | 13.21% | 0.15 | 0.18 | 340'000 | 50'000 | 327'536 | 50'000 | 51'087 | 8'914 | 100.00% | 100.00% |
19.09.2019 | 11.49% | 0.18 | 0.20 | 280'000 | 50'000 | 281'301 | 49'961 | 50'642 | 10'125 | 100.00% | 100.00% |
18.09.2019 | 12.87% | 0.14 | 0.16 | 360'000 | 50'000 | 321'415 | 50'000 | 50'879 | 9'054 | 96.93% | 96.93% |
17.09.2019 | 14.53% | 0.18 | 0.21 | 280'000 | 50'000 | 346'241 | 50'000 | 50'718 | 8'553 | 97.11% | 97.11% |
16.09.2019 | 10.40% | 0.17 | 0.19 | 300'000 | 50'000 | 242'502 | 50'000 | 50'470 | 11'706 | 100.00% | 100.00% |
13.09.2019 | 10.57% | 0.25 | 0.27 | 200'000 | 50'000 | 245'240 | 50'000 | 50'417 | 11'551 | 100.00% | 100.00% |
12.09.2019 | 9.12% | 0.19 | 0.22 | 270'000 | 50'000 | 272'528 | 49'053 | 49'025 | 9'740 | 100.00% | 100.00% |
12.09.2019 | 9.12% | 0.19 | 0.22 | 270'000 | 50'000 | 272'528 | 49'053 | 49'025 | 9'740 | 100.00% | 100.00% |
11.09.2019 | 7.28% | 0.18 | 0.19 | 280'000 | 50'000 | 328'233 | 50'000 | 50'771 | 8'518 | 100.00% | 100.00% |