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 | - | 3.38 | - | 50'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 84.04% |
19.09.2019 | 5.63% | 3.47 | 3.67 | 100'000 | 100'000 | 64'570 | 64'570 | 218'748 | 231'338 | 73.57% | 73.57% |
18.09.2019 | 5.74% | 3.28 | 3.48 | 100'000 | 100'000 | 87'193 | 87'193 | 287'589 | 304'605 | 26.98% | 26.98% |
17.09.2019 | 5.79% | 3.29 | 3.48 | 100'000 | 100'000 | 60'743 | 60'743 | 198'725 | 210'569 | 96.15% | 96.15% |
16.09.2019 | 5.82% | 3.31 | 3.50 | 100'000 | 100'000 | 61'124 | 61'124 | 198'933 | 210'843 | 96.36% | 96.36% |
13.09.2019 | 5.44% | 3.49 | 3.68 | 100'000 | 100'000 | 60'740 | 60'740 | 211'615 | 223'467 | 99.83% | 99.83% |
12.09.2019 | 5.86% | 3.38 | 3.57 | 100'000 | 100'000 | 60'117 | 60'117 | 202'784 | 215'079 | 86.58% | 86.58% |
12.09.2019 | 5.86% | 3.38 | 3.57 | 100'000 | 100'000 | 60'117 | 60'117 | 202'784 | 215'079 | 86.58% | 86.58% |
11.09.2019 | 1.59% | 3.18 | 3.37 | 100'000 | 100'000 | 41'637 | 41'635 | 128'681 | 133'195 | 88.30% | 92.34% |