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 | 1.24% | 0.80 | 0.81 | 125'000 | 125'000 | 125'000 | 125'000 | 100'506 | 101'756 | 100.00% | 100.00% |
19.09.2019 | 1.23% | 0.83 | 0.84 | 125'000 | 125'000 | 125'000 | 125'000 | 100'885 | 102'135 | 100.00% | 100.00% |
18.09.2019 | 1.20% | 0.82 | 0.83 | 125'000 | 125'000 | 125'000 | 125'000 | 103'528 | 104'778 | 100.00% | 100.00% |
17.09.2019 | 1.28% | 0.79 | 0.80 | 125'000 | 125'000 | 125'000 | 125'000 | 96'949 | 98'199 | 100.00% | 100.00% |
16.09.2019 | 1.35% | 0.71 | 0.72 | 125'000 | 125'000 | 125'000 | 125'000 | 92'142 | 93'392 | 99.92% | 99.92% |
13.09.2019 | 1.34% | 0.76 | 0.77 | 125'000 | 125'000 | 125'000 | 125'000 | 92'627 | 93'877 | 100.00% | 100.00% |
12.09.2019 | 1.20% | 0.81 | 0.82 | 125'000 | 125'000 | 125'000 | 125'000 | 103'679 | 104'929 | 100.00% | 100.00% |
12.09.2019 | 1.20% | 0.81 | 0.82 | 125'000 | 125'000 | 125'000 | 125'000 | 103'679 | 104'929 | 100.00% | 100.00% |
11.09.2019 | 1.23% | 0.83 | 0.84 | 125'000 | 125'000 | 125'000 | 125'000 | 101'101 | 102'351 | 99.96% | 99.96% |