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 | 0.40% | 2.44 | 2.45 | 150'000 | 150'000 | 150'000 | 150'000 | 369'864 | 371'364 | 100.00% | 100.00% |
19.09.2019 | 0.40% | 2.49 | 2.50 | 150'000 | 150'000 | 150'000 | 150'000 | 370'995 | 372'495 | 100.00% | 100.00% |
18.09.2019 | 0.41% | 2.42 | 2.43 | 150'000 | 150'000 | 150'000 | 150'000 | 362'375 | 363'875 | 100.00% | 100.00% |
17.09.2019 | 0.71% | 2.37 | 2.38 | 150'000 | 150'000 | 150'000 | 150'000 | 356'190 | 358'729 | 99.98% | 99.98% |
16.09.2019 | 0.82% | 2.45 | 2.47 | 150'000 | 150'000 | 150'000 | 150'000 | 365'638 | 368'638 | 100.00% | 100.00% |
13.09.2019 | 0.80% | 2.48 | 2.50 | 150'000 | 150'000 | 150'000 | 150'000 | 371'895 | 374'895 | 99.76% | 99.76% |
12.09.2019 | 0.45% | 2.46 | 2.48 | 150'000 | 150'000 | 150'000 | 150'000 | 371'311 | 373'002 | 97.37% | 97.54% |
12.09.2019 | 0.45% | 2.46 | 2.48 | 150'000 | 150'000 | 150'000 | 150'000 | 371'311 | 373'002 | 97.37% | 97.54% |
11.09.2019 | 0.41% | 2.44 | 2.45 | 150'000 | 150'000 | 150'000 | 150'000 | 364'443 | 365'943 | 100.00% | 100.00% |