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 | 1.20% | 1.66 | 1.68 | 600'000 | 200'000 | 600'000 | 200'000 | 997'922 | 336'641 | 100.00% | 100.00% |
19.09.2019 | 1.23% | 1.65 | 1.67 | 600'000 | 200'000 | 600'000 | 200'000 | 971'260 | 327'753 | 97.37% | 97.37% |
18.09.2019 | 1.24% | 1.63 | 1.65 | 600'000 | 200'000 | 600'000 | 200'000 | 959'021 | 323'674 | 100.00% | 100.00% |
17.09.2019 | 1.26% | 1.63 | 1.65 | 600'000 | 200'000 | 600'000 | 200'000 | 944'049 | 318'683 | 98.56% | 98.56% |
16.09.2019 | 1.24% | 1.56 | 1.58 | 600'000 | 200'000 | 600'000 | 200'000 | 960'291 | 324'097 | 100.00% | 100.00% |
13.09.2019 | 0.64% | 1.56 | 1.57 | 600'000 | 200'000 | 600'000 | 200'000 | 928'841 | 311'614 | 97.96% | 97.96% |
12.09.2019 | 0.64% | 1.59 | 1.60 | 600'000 | 200'000 | 600'000 | 200'000 | 929'538 | 311'846 | 94.98% | 94.98% |
12.09.2019 | 0.64% | 1.59 | 1.60 | 600'000 | 200'000 | 600'000 | 200'000 | 929'538 | 311'846 | 94.98% | 94.98% |
11.09.2019 | 0.64% | 1.52 | 1.53 | 600'000 | 200'000 | 600'000 | 200'000 | 934'899 | 313'633 | 90.61% | 90.61% |