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 | 0.62% | 1.61 | 1.62 | 150'000 | 150'000 | 149'991 | 150'000 | 242'553 | 244'068 | 100.00% | 100.00% |
19.09.2019 | 0.62% | 1.63 | 1.64 | 150'000 | 150'000 | 149'994 | 150'000 | 242'640 | 244'149 | 98.87% | 100.00% |
18.09.2019 | 0.61% | 1.62 | 1.63 | 150'000 | 150'000 | 150'000 | 150'000 | 245'289 | 246'789 | 98.88% | 100.00% |
17.09.2019 | 0.63% | 1.60 | 1.61 | 150'000 | 150'000 | 149'998 | 150'000 | 237'768 | 239'271 | 98.22% | 99.85% |
16.09.2019 | 0.62% | 1.62 | 1.63 | 150'000 | 150'000 | 149'995 | 150'000 | 241'955 | 243'463 | 99.60% | 99.89% |
13.09.2019 | 0.58% | 1.70 | 1.71 | 150'000 | 150'000 | 150'000 | 150'000 | 258'736 | 260'236 | 99.31% | 99.76% |
12.09.2019 | 0.58% | 1.70 | 1.71 | 150'000 | 150'000 | 150'000 | 150'000 | 258'062 | 259'562 | 96.25% | 97.32% |
12.09.2019 | 0.58% | 1.70 | 1.71 | 150'000 | 150'000 | 150'000 | 150'000 | 258'062 | 259'562 | 96.25% | 97.32% |
11.09.2019 | 0.56% | 1.76 | 1.77 | 150'000 | 150'000 | 149'998 | 150'000 | 267'260 | 268'764 | 99.10% | 100.00% |