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 | - | - |
19.09.2019 | 3.82% | 0.33 | 0.34 | 1'000'000 | 1'000'000 | 999'989 | 1'000'000 | 262'004 | 272'007 | 99.90% | 99.90% |
18.09.2019 | 3.80% | 0.24 | 0.25 | 1'000'000 | 1'000'000 | 999'992 | 1'000'000 | 258'539 | 268'541 | 100.00% | 100.00% |
17.09.2019 | 4.43% | 0.25 | 0.26 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 222'045 | 232'045 | 89.74% | 89.74% |
16.09.2019 | 4.45% | 0.20 | 0.21 | 1'000'000 | 1'000'000 | 999'934 | 1'000'000 | 220'274 | 230'289 | 99.92% | 99.92% |
13.09.2019 | 2.93% | 0.33 | 0.34 | 1'000'000 | 1'000'000 | 999'947 | 999'871 | 339'889 | 349'864 | 100.00% | 100.00% |
12.09.2019 | 2.48% | 0.41 | 0.42 | 1'000'000 | 1'000'000 | 999'977 | 999'970 | 400'460 | 410'459 | 99.00% | 99.00% |
12.09.2019 | 2.48% | 0.41 | 0.42 | 1'000'000 | 1'000'000 | 999'977 | 999'970 | 400'460 | 410'459 | 99.00% | 99.00% |
11.09.2019 | 2.59% | 0.42 | 0.43 | 1'000'000 | 1'000'000 | 999'804 | 999'958 | 382'626 | 392'686 | 99.93% | 99.93% |
10.09.2019 | 3.62% | 0.30 | 0.31 | 1'000'000 | 1'000'000 | 999'904 | 999'798 | 272'354 | 282'324 | 100.00% | 100.00% |