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 | 2.05% | 0.49 | 0.50 | 225'000 | 225'000 | 225'000 | 225'000 | 108'636 | 110'886 | 100.00% | 100.00% |
19.09.2019 | 2.25% | 0.47 | 0.48 | 225'000 | 225'000 | 224'996 | 225'000 | 98'874 | 101'126 | 100.00% | 100.00% |
18.09.2019 | 2.30% | 0.43 | 0.44 | 225'000 | 225'000 | 225'000 | 225'000 | 96'862 | 99'112 | 100.00% | 100.00% |
17.09.2019 | 2.69% | 0.40 | 0.41 | 225'000 | 225'000 | 225'000 | 225'000 | 82'858 | 85'108 | 100.00% | 100.00% |
16.09.2019 | 3.45% | 0.29 | 0.30 | 225'000 | 225'000 | 225'000 | 225'000 | 64'274 | 66'524 | 99.09% | 99.09% |
13.09.2019 | 3.98% | 0.29 | 0.30 | 225'000 | 225'000 | 232'357 | 232'357 | 57'447 | 59'770 | 92.58% | 92.58% |
12.09.2019 | 4.46% | 0.21 | 0.22 | 250'000 | 250'000 | 244'868 | 244'868 | 53'889 | 56'337 | 99.48% | 99.48% |
12.09.2019 | 4.46% | 0.21 | 0.22 | 250'000 | 250'000 | 244'868 | 244'868 | 53'889 | 56'337 | 99.48% | 99.48% |
11.09.2019 | 4.19% | 0.24 | 0.25 | 250'000 | 250'000 | 247'700 | 247'700 | 57'958 | 60'435 | 99.84% | 99.84% |