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 | 2.98% | 0.75 | 0.78 | 100'000 | 100'000 | 100'000 | 100'000 | 76'476 | 78'788 | 100.00% | 100.00% |
19.09.2019 | 2.86% | 0.79 | 0.81 | 100'000 | 100'000 | 100'000 | 100'000 | 77'661 | 79'910 | 87.73% | 87.73% |
18.09.2019 | 2.95% | 0.74 | 0.76 | 100'000 | 100'000 | 100'000 | 100'000 | 73'617 | 75'817 | 96.66% | 96.66% |
17.09.2019 | 3.32% | 0.71 | 0.74 | 100'000 | 100'000 | 100'000 | 100'000 | 69'690 | 72'041 | 90.47% | 90.47% |
16.09.2019 | 3.10% | 0.70 | 0.73 | 100'000 | 100'000 | 100'000 | 100'000 | 71'894 | 74'157 | 99.24% | 99.24% |
13.09.2019 | 2.86% | 0.77 | 0.79 | 100'000 | 100'000 | 100'000 | 100'000 | 76'283 | 78'497 | 99.24% | 99.24% |
12.09.2019 | 2.90% | 0.80 | 0.83 | 100'000 | 100'000 | 99'372 | 99'372 | 77'683 | 79'956 | 89.05% | 89.05% |
12.09.2019 | 2.90% | 0.80 | 0.83 | 100'000 | 100'000 | 99'372 | 99'372 | 77'683 | 79'956 | 89.05% | 89.05% |
11.09.2019 | 3.10% | 0.74 | 0.76 | 100'000 | 100'000 | 100'000 | 100'000 | 74'697 | 77'048 | 100.00% | 100.00% |