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 | 44.44% | 0.02 | 0.03 | 500'000 | 50'000 | 500'000 | 50'000 | 9'175 | 1'418 | 91.69% | 91.69% |
19.09.2019 | 23.93% | 0.03 | 0.04 | 500'000 | 50'000 | 499'210 | 49'958 | 20'713 | 2'573 | 96.01% | 96.01% |
18.09.2019 | 14.11% | 0.07 | 0.08 | 500'000 | 50'000 | 480'668 | 50'000 | 37'994 | 4'625 | 94.06% | 94.06% |
17.09.2019 | 10.15% | 0.15 | 0.17 | 340'000 | 50'000 | 407'790 | 50'000 | 50'285 | 6'953 | 95.48% | 95.48% |
16.09.2019 | 12.21% | 0.06 | 0.07 | 500'000 | 50'000 | 499'805 | 50'000 | 38'843 | 4'386 | 100.00% | 100.00% |
13.09.2019 | 11.64% | 0.10 | 0.11 | 500'000 | 50'000 | 500'000 | 50'000 | 41'120 | 4'612 | 100.00% | 100.00% |
12.09.2019 | 13.31% | 0.09 | 0.10 | 500'000 | 50'000 | 467'731 | 49'023 | 38'034 | 4'545 | 96.87% | 96.87% |
12.09.2019 | 13.31% | 0.09 | 0.10 | 500'000 | 50'000 | 467'731 | 49'023 | 38'034 | 4'545 | 96.87% | 96.87% |
11.09.2019 | 8.41% | 0.14 | 0.15 | 360'000 | 50'000 | 439'657 | 50'000 | 50'128 | 6'267 | 90.00% | 90.00% |