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 | 11.32% | 0.17 | 0.19 | 600'000 | 100'000 | 600'000 | 100'000 | 100'149 | 18'691 | 99.22% | 99.22% |
19.09.2019 | 9.95% | 0.19 | 0.21 | 600'000 | 100'000 | 600'000 | 100'000 | 114'994 | 21'166 | 99.98% | 99.98% |
18.09.2019 | 5.83% | 0.15 | 0.16 | 600'000 | 100'000 | 600'000 | 100'000 | 100'366 | 17'728 | 100.00% | 100.00% |
17.09.2019 | 6.37% | 0.19 | 0.20 | 600'000 | 100'000 | 600'000 | 100'000 | 92'160 | 16'360 | 100.00% | 100.00% |
16.09.2019 | 4.55% | 0.17 | 0.18 | 600'000 | 100'000 | 600'000 | 100'000 | 130'720 | 22'787 | 99.99% | 99.99% |
13.09.2019 | 4.58% | 0.26 | 0.27 | 600'000 | 100'000 | 600'000 | 100'000 | 129'366 | 22'561 | 100.00% | 100.00% |
12.09.2019 | 5.26% | 0.20 | 0.21 | 600'000 | 100'000 | 600'000 | 100'000 | 111'979 | 19'663 | 99.20% | 99.20% |
12.09.2019 | 5.26% | 0.20 | 0.21 | 600'000 | 100'000 | 600'000 | 100'000 | 111'979 | 19'663 | 99.20% | 99.20% |
11.09.2019 | 6.11% | 0.18 | 0.19 | 600'000 | 100'000 | 627'969 | 100'000 | 100'784 | 17'231 | 98.24% | 98.24% |