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 | 1.87% | 1.05 | 1.07 | 600'000 | 200'000 | 600'000 | 200'000 | 635'530 | 215'844 | 99.97% | 99.97% |
19.09.2019 | 1.84% | 1.09 | 1.11 | 600'000 | 200'000 | 600'000 | 200'000 | 646'831 | 219'610 | 100.00% | 100.00% |
18.09.2019 | 1.89% | 1.06 | 1.08 | 600'000 | 200'000 | 600'000 | 200'000 | 627'809 | 213'270 | 100.00% | 100.00% |
17.09.2019 | 1.97% | 1.02 | 1.04 | 600'000 | 200'000 | 600'000 | 200'000 | 602'889 | 204'963 | 99.95% | 99.95% |
16.09.2019 | 1.87% | 1.05 | 1.07 | 600'000 | 200'000 | 600'000 | 200'000 | 636'407 | 216'136 | 99.94% | 99.94% |
13.09.2019 | 1.72% | 1.14 | 1.16 | 600'000 | 200'000 | 600'000 | 200'000 | 691'281 | 234'427 | 99.72% | 99.72% |
12.09.2019 | 1.67% | 1.22 | 1.24 | 600'000 | 200'000 | 600'000 | 200'000 | 714'583 | 242'194 | 97.13% | 97.13% |
12.09.2019 | 1.67% | 1.22 | 1.24 | 600'000 | 200'000 | 600'000 | 200'000 | 714'583 | 242'194 | 97.13% | 97.13% |
11.09.2019 | 1.73% | 1.15 | 1.17 | 600'000 | 200'000 | 600'000 | 200'000 | 687'055 | 233'018 | 99.99% | 99.99% |