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 | 4.72% | 0.45 | 0.48 | 120'000 | 50'000 | 114'700 | 50'000 | 52'301 | 23'915 | 100.00% | 100.00% |
19.09.2019 | 4.47% | 0.48 | 0.50 | 110'000 | 50'000 | 109'038 | 49'961 | 52'390 | 25'113 | 100.00% | 100.00% |
18.09.2019 | 4.84% | 0.44 | 0.46 | 120'000 | 50'000 | 113'499 | 50'000 | 51'718 | 23'938 | 96.93% | 96.93% |
17.09.2019 | 4.78% | 0.48 | 0.50 | 110'000 | 50'000 | 117'347 | 50'000 | 51'912 | 23'231 | 97.10% | 97.10% |
16.09.2019 | 4.17% | 0.46 | 0.48 | 110'000 | 50'000 | 102'360 | 50'000 | 51'791 | 26'428 | 100.00% | 100.00% |
13.09.2019 | 4.47% | 0.54 | 0.57 | 100'000 | 50'000 | 104'552 | 50'000 | 52'323 | 26'214 | 100.00% | 100.00% |
12.09.2019 | 4.85% | 0.48 | 0.51 | 110'000 | 50'000 | 108'619 | 49'053 | 50'797 | 24'108 | 100.00% | 100.00% |
12.09.2019 | 4.85% | 0.48 | 0.51 | 110'000 | 50'000 | 108'619 | 49'053 | 50'797 | 24'108 | 100.00% | 100.00% |
11.09.2019 | 4.78% | 0.46 | 0.48 | 110'000 | 50'000 | 118'695 | 50'000 | 51'785 | 22'981 | 100.00% | 100.00% |