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 | 3.47% | 0.73 | 0.76 | 100'000 | 100'000 | 100'000 | 100'000 | 73'199 | 75'781 | 100.00% | 100.00% |
19.09.2019 | 3.44% | 0.75 | 0.77 | 100'000 | 100'000 | 99'901 | 99'901 | 73'363 | 75'927 | 100.00% | 100.00% |
18.09.2019 | 3.31% | 0.74 | 0.77 | 100'000 | 100'000 | 100'000 | 100'000 | 74'778 | 77'298 | 96.93% | 96.93% |
17.09.2019 | 3.63% | 0.72 | 0.75 | 100'000 | 100'000 | 100'000 | 100'000 | 71'440 | 74'083 | 97.12% | 97.12% |
16.09.2019 | 3.66% | 0.68 | 0.70 | 100'000 | 100'000 | 100'000 | 100'000 | 69'045 | 71'618 | 99.89% | 99.89% |
13.09.2019 | 3.59% | 0.70 | 0.73 | 100'000 | 100'000 | 100'000 | 100'000 | 69'072 | 71'594 | 100.00% | 100.00% |
12.09.2019 | 3.46% | 0.73 | 0.76 | 100'000 | 100'000 | 98'084 | 98'084 | 73'226 | 75'765 | 99.00% | 99.00% |
12.09.2019 | 3.46% | 0.73 | 0.76 | 100'000 | 100'000 | 98'084 | 98'084 | 73'226 | 75'765 | 99.00% | 99.00% |
11.09.2019 | 3.37% | 0.75 | 0.77 | 100'000 | 100'000 | 100'000 | 100'000 | 73'272 | 75'781 | 99.95% | 99.95% |