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 | 2.97% | 0.37 | 0.38 | 530'000 | 530'000 | 529'993 | 529'973 | 176'628 | 181'921 | 96.77% | 96.77% |
19.09.2019 | 3.22% | 0.38 | 0.39 | 650'000 | 650'000 | 649'998 | 649'999 | 201'019 | 207'519 | 92.62% | 92.62% |
18.09.2019 | 3.83% | 0.27 | 0.28 | 730'000 | 730'000 | 729'984 | 730'000 | 187'368 | 194'673 | 99.40% | 99.40% |
17.09.2019 | 4.34% | 0.24 | 0.25 | 710'000 | 710'000 | 710'000 | 709'977 | 161'997 | 169'090 | 100.00% | 100.00% |
16.09.2019 | 3.25% | 0.32 | 0.33 | 620'000 | 620'000 | 619'996 | 619'998 | 188'369 | 194'570 | 100.00% | 100.00% |
13.09.2019 | 2.35% | 0.47 | 0.48 | 730'000 | 730'000 | 730'000 | 730'000 | 309'037 | 316'337 | 100.00% | 100.00% |
12.09.2019 | 2.96% | 0.32 | 0.33 | 870'000 | 870'000 | 870'000 | 870'000 | 292'268 | 300'968 | 90.71% | 90.71% |
12.09.2019 | 2.96% | 0.32 | 0.33 | 870'000 | 870'000 | 870'000 | 870'000 | 292'268 | 300'968 | 90.71% | 90.71% |
11.09.2019 | 3.01% | 0.31 | 0.32 | 1'000'000 | 1'000'000 | 999'999 | 1'000'000 | 328'324 | 338'324 | 99.74% | 99.74% |