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 | 3.85% | 0.51 | 0.53 | 300'000 | 100'000 | 300'000 | 100'000 | 152'659 | 52'886 | 98.46% | 98.46% |
19.09.2019 | 3.69% | 0.52 | 0.54 | 300'000 | 100'000 | 300'000 | 100'000 | 159'795 | 55'265 | 99.99% | 99.99% |
18.09.2019 | 3.09% | 0.57 | 0.59 | 300'000 | 100'000 | 300'000 | 100'000 | 172'516 | 59'305 | 99.99% | 99.99% |
17.09.2019 | 2.84% | 0.65 | 0.67 | 300'000 | 100'000 | 300'000 | 100'000 | 187'347 | 64'249 | 99.99% | 99.99% |
16.09.2019 | 3.20% | 0.54 | 0.55 | 300'000 | 100'000 | 300'000 | 100'000 | 166'356 | 57'252 | 99.98% | 99.98% |
13.09.2019 | 3.18% | 0.58 | 0.60 | 300'000 | 100'000 | 300'000 | 100'000 | 167'198 | 57'533 | 99.93% | 99.93% |
12.09.2019 | 3.23% | 0.56 | 0.58 | 300'000 | 100'000 | 300'000 | 100'000 | 164'941 | 56'780 | 99.69% | 99.69% |
12.09.2019 | 3.23% | 0.56 | 0.58 | 300'000 | 100'000 | 300'000 | 100'000 | 164'941 | 56'780 | 99.69% | 99.69% |
11.09.2019 | 2.97% | 0.62 | 0.64 | 300'000 | 100'000 | 300'000 | 100'000 | 179'238 | 61'546 | 98.26% | 98.26% |