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 | 2.38% | 0.38 | 0.39 | 150'000 | 150'000 | 150'000 | 150'000 | 62'265 | 63'765 | 100.00% | 100.00% |
19.09.2019 | 2.34% | 0.43 | 0.44 | 160'000 | 160'000 | 160'000 | 160'000 | 67'496 | 69'096 | 99.94% | 99.94% |
18.09.2019 | 2.70% | 0.37 | 0.38 | 160'000 | 160'000 | 160'000 | 160'000 | 58'552 | 60'152 | 100.00% | 100.00% |
17.09.2019 | 2.95% | 0.32 | 0.33 | 160'000 | 160'000 | 160'000 | 160'000 | 53'458 | 55'058 | 100.00% | 100.00% |
16.09.2019 | 2.47% | 0.41 | 0.42 | 160'000 | 160'000 | 160'000 | 160'000 | 63'939 | 65'539 | 100.00% | 100.00% |
13.09.2019 | 2.24% | 0.44 | 0.45 | 160'000 | 160'000 | 160'000 | 160'000 | 70'553 | 72'153 | 100.00% | 100.00% |
12.09.2019 | 2.16% | 0.44 | 0.45 | 160'000 | 160'000 | 160'000 | 160'000 | 73'480 | 75'080 | 100.00% | 100.00% |
12.09.2019 | 2.16% | 0.44 | 0.45 | 160'000 | 160'000 | 160'000 | 160'000 | 73'480 | 75'080 | 100.00% | 100.00% |
11.09.2019 | 2.38% | 0.43 | 0.44 | 160'000 | 160'000 | 160'000 | 160'000 | 66'538 | 68'138 | 100.00% | 100.00% |