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 | 0.77% | 1.37 | 1.38 | 500'000 | 500'000 | 500'000 | 500'000 | 650'295 | 655'295 | 100.00% | 100.00% |
18.09.2019 | 0.78% | 1.27 | 1.28 | 500'000 | 500'000 | 500'000 | 500'000 | 642'398 | 647'398 | 100.00% | 100.00% |
17.09.2019 | 0.81% | 1.26 | 1.27 | 500'000 | 500'000 | 500'000 | 500'000 | 615'380 | 620'380 | 89.62% | 89.62% |
16.09.2019 | 0.82% | 1.19 | 1.20 | 500'000 | 500'000 | 500'000 | 500'000 | 606'894 | 611'894 | 99.90% | 99.90% |
13.09.2019 | 0.74% | 1.34 | 1.35 | 500'000 | 500'000 | 500'000 | 500'000 | 673'703 | 678'703 | 100.00% | 100.00% |
12.09.2019 | 0.71% | 1.42 | 1.43 | 500'000 | 500'000 | 500'000 | 500'000 | 701'270 | 706'270 | 96.53% | 96.53% |
12.09.2019 | 0.71% | 1.42 | 1.43 | 500'000 | 500'000 | 500'000 | 500'000 | 701'270 | 706'270 | 96.53% | 96.53% |
11.09.2019 | 0.73% | 1.42 | 1.43 | 500'000 | 500'000 | 500'000 | 500'000 | 684'598 | 689'598 | 99.94% | 99.94% |
10.09.2019 | 0.82% | 1.26 | 1.27 | 500'000 | 500'000 | 500'000 | 500'000 | 606'248 | 611'248 | 100.00% | 100.00% |