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 | 80.00% | 0.01 | 0.01 | 300'000 | 100'000 | 300'000 | 100'000 | 1'800 | 1'400 | 99.23% | 99.23% |
19.09.2019 | 80.00% | 0.01 | 0.01 | 300'000 | 100'000 | 300'000 | 100'000 | 1'800 | 1'400 | 99.98% | 99.98% |
18.09.2019 | 80.00% | 0.01 | 0.01 | 300'000 | 100'000 | 300'000 | 100'000 | 1'800 | 1'400 | 100.00% | 100.00% |
17.09.2019 | 75.45% | 0.01 | 0.01 | 300'000 | 100'000 | 300'000 | 100'000 | 1'988 | 1'463 | 100.00% | 100.00% |
16.09.2019 | 63.99% | 0.01 | 0.02 | 300'000 | 100'000 | 300'000 | 100'000 | 2'567 | 1'656 | 99.98% | 99.98% |
13.09.2019 | 63.24% | 0.01 | 0.02 | 300'000 | 100'000 | 300'000 | 100'000 | 2'606 | 1'669 | 100.00% | 100.00% |
12.09.2019 | 60.45% | 0.01 | 0.02 | 300'000 | 100'000 | 300'000 | 100'000 | 2'785 | 1'728 | 99.34% | 99.34% |
12.09.2019 | 60.45% | 0.01 | 0.02 | 300'000 | 100'000 | 300'000 | 100'000 | 2'785 | 1'728 | 99.34% | 99.34% |
11.09.2019 | 49.47% | 0.01 | 0.02 | 300'000 | 100'000 | 300'000 | 100'000 | 3'686 | 2'029 | 98.28% | 98.28% |