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 | 0.53% | 1.90 | 1.91 | 500'000 | 500'000 | 500'000 | 500'000 | 933'207 | 938'207 | 97.31% | 97.31% |
19.09.2019 | 0.54% | 1.91 | 1.92 | 510'000 | 510'000 | 510'000 | 510'000 | 936'903 | 942'003 | 93.90% | 93.90% |
18.09.2019 | 0.57% | 1.77 | 1.78 | 510'000 | 510'000 | 510'000 | 510'000 | 894'211 | 899'311 | 99.39% | 99.39% |
17.09.2019 | 0.59% | 1.70 | 1.71 | 510'000 | 510'000 | 510'000 | 510'000 | 856'170 | 861'270 | 100.00% | 100.00% |
16.09.2019 | 0.56% | 1.78 | 1.79 | 520'000 | 520'000 | 520'000 | 520'000 | 919'270 | 924'470 | 100.00% | 100.00% |
13.09.2019 | 0.52% | 1.97 | 1.98 | 520'000 | 520'000 | 520'000 | 520'000 | 992'436 | 997'636 | 100.00% | 100.00% |
12.09.2019 | 0.57% | 1.76 | 1.77 | 530'000 | 530'000 | 530'000 | 530'000 | 922'692 | 927'992 | 88.89% | 88.89% |
12.09.2019 | 0.57% | 1.76 | 1.77 | 530'000 | 530'000 | 530'000 | 530'000 | 922'692 | 927'992 | 88.89% | 88.89% |
11.09.2019 | 0.59% | 1.68 | 1.69 | 530'000 | 530'000 | 530'000 | 530'000 | 900'595 | 905'895 | 99.75% | 99.75% |