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 | 18.14% | 0.09 | 0.11 | 100'000 | 50'000 | 100'000 | 50'000 | 10'111 | 6'056 | 99.23% | 99.23% |
19.09.2019 | 15.64% | 0.12 | 0.14 | 100'000 | 50'000 | 99'841 | 50'000 | 11'837 | 6'928 | 99.98% | 99.98% |
18.09.2019 | 17.94% | 0.08 | 0.10 | 100'000 | 50'000 | 100'000 | 50'000 | 9'217 | 5'508 | 100.00% | 100.00% |
17.09.2019 | 17.19% | 0.09 | 0.11 | 100'000 | 50'000 | 100'000 | 50'000 | 9'607 | 5'704 | 100.00% | 100.00% |
16.09.2019 | 13.53% | 0.11 | 0.13 | 100'000 | 50'000 | 99'833 | 50'000 | 12'133 | 6'952 | 99.19% | 99.98% |
13.09.2019 | 18.22% | 0.08 | 0.09 | 100'000 | 50'000 | 100'000 | 50'000 | 7'551 | 4'526 | 100.00% | 100.00% |
12.09.2019 | 19.01% | 0.06 | 0.07 | 100'000 | 50'000 | 100'000 | 50'000 | 7'254 | 4'377 | 98.82% | 99.36% |
12.09.2019 | 19.01% | 0.06 | 0.07 | 100'000 | 50'000 | 100'000 | 50'000 | 7'254 | 4'377 | 98.82% | 99.36% |
11.09.2019 | 14.95% | 0.09 | 0.10 | 100'000 | 50'000 | 100'000 | 50'000 | 9'380 | 5'440 | 97.96% | 98.28% |