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 | 2.02% | 0.97 | 0.99 | 600'000 | 200'000 | 600'000 | 200'000 | 587'324 | 199'775 | 99.17% | 99.17% |
19.09.2019 | 1.98% | 1.00 | 1.02 | 600'000 | 200'000 | 600'000 | 200'000 | 600'194 | 204'065 | 99.93% | 99.93% |
18.09.2019 | 1.48% | 1.01 | 1.03 | 600'000 | 200'000 | 600'000 | 200'000 | 602'844 | 203'948 | 99.99% | 99.99% |
17.09.2019 | 1.57% | 0.95 | 0.97 | 600'000 | 200'000 | 600'000 | 200'000 | 569'475 | 192'825 | 99.98% | 99.98% |
16.09.2019 | 1.54% | 0.95 | 0.97 | 600'000 | 200'000 | 600'000 | 200'000 | 580'551 | 196'517 | 99.93% | 99.93% |
13.09.2019 | 1.52% | 0.98 | 1.00 | 600'000 | 200'000 | 600'000 | 200'000 | 588'046 | 199'015 | 99.99% | 99.99% |
12.09.2019 | 1.50% | 0.99 | 1.00 | 600'000 | 200'000 | 600'000 | 200'000 | 596'833 | 201'944 | 98.89% | 98.89% |
12.09.2019 | 1.50% | 0.99 | 1.00 | 600'000 | 200'000 | 600'000 | 200'000 | 596'833 | 201'944 | 98.89% | 98.89% |
11.09.2019 | 1.53% | 0.98 | 1.00 | 600'000 | 200'000 | 600'000 | 200'000 | 583'987 | 197'662 | 98.23% | 98.23% |