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 | 0.99% | 1.00 | 1.01 | 150'000 | 150'000 | 150'000 | 150'000 | 150'659 | 152'159 | 100.00% | 100.00% |
19.09.2019 | 1.00% | 1.00 | 1.01 | 150'000 | 150'000 | 150'000 | 150'000 | 149'157 | 150'657 | 100.00% | 100.00% |
18.09.2019 | 1.00% | 1.02 | 1.03 | 150'000 | 150'000 | 150'000 | 150'000 | 148'628 | 150'128 | 100.00% | 100.00% |
17.09.2019 | 1.14% | 0.89 | 0.90 | 150'000 | 150'000 | 150'000 | 150'000 | 131'312 | 132'812 | 99.93% | 99.93% |
16.09.2019 | 1.22% | 0.82 | 0.83 | 150'000 | 150'000 | 150'000 | 150'000 | 121'965 | 123'465 | 100.00% | 100.00% |
13.09.2019 | 1.33% | 0.75 | 0.76 | 150'000 | 150'000 | 150'000 | 150'000 | 112'274 | 113'774 | 99.82% | 99.82% |
12.09.2019 | 1.34% | 0.75 | 0.76 | 150'000 | 150'000 | 149'941 | 150'000 | 111'009 | 112'552 | 97.48% | 97.48% |
12.09.2019 | 1.34% | 0.75 | 0.76 | 150'000 | 150'000 | 149'941 | 150'000 | 111'009 | 112'552 | 97.48% | 97.48% |
11.09.2019 | 1.36% | 0.74 | 0.75 | 150'000 | 150'000 | 149'995 | 149'995 | 109'462 | 110'962 | 100.00% | 100.00% |