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 | - | - |
17.05.2019 | 2.40% | 0.41 | 0.42 | 1'000'000 | 600'000 | 973'179 | 580'842 | 401'130 | 245'229 | 99.90% | 99.90% |
16.05.2019 | 2.35% | 0.41 | 0.42 | 1'000'000 | 600'000 | 997'918 | 598'513 | 420'537 | 258'209 | 99.93% | 99.93% |
15.05.2019 | 2.34% | 0.42 | 0.43 | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 423'025 | 259'815 | 99.95% | 99.95% |
14.05.2019 | 2.35% | 0.42 | 0.43 | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 420'083 | 258'050 | 100.00% | 100.00% |
13.05.2019 | 2.37% | 0.42 | 0.43 | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 416'876 | 256'126 | 99.92% | 99.92% |
10.05.2019 | 2.43% | 0.41 | 0.42 | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 407'066 | 250'240 | 99.93% | 99.93% |
09.05.2019 | 2.46% | 0.41 | 0.42 | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 401'326 | 246'796 | 99.98% | 99.98% |
08.05.2019 | 2.46% | 0.40 | 0.41 | 1'000'000 | 600'000 | 995'100 | 596'500 | 400'216 | 245'876 | 99.09% | 99.09% |
07.05.2019 | 2.62% | 0.40 | 0.41 | 1'000'000 | 600'000 | 996'044 | 597'175 | 375'814 | 231'287 | 99.89% | 99.89% |