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 | 0.93% | 1.07 | 1.08 | 600'000 | 200'000 | 600'000 | 200'000 | 644'018 | 216'673 | 100.00% | 100.00% |
19.09.2019 | 0.97% | 1.06 | 1.07 | 600'000 | 200'000 | 600'000 | 200'000 | 617'074 | 207'691 | 97.37% | 97.37% |
18.09.2019 | 0.99% | 1.04 | 1.05 | 600'000 | 200'000 | 600'000 | 200'000 | 604'093 | 203'364 | 100.00% | 100.00% |
17.09.2019 | 1.01% | 1.04 | 1.05 | 600'000 | 200'000 | 600'000 | 200'000 | 589'224 | 198'408 | 98.56% | 98.56% |
16.09.2019 | 0.98% | 0.97 | 0.98 | 600'000 | 200'000 | 600'000 | 200'000 | 606'800 | 204'267 | 100.00% | 100.00% |
13.09.2019 | 1.04% | 0.97 | 0.98 | 600'000 | 200'000 | 600'000 | 200'000 | 573'919 | 193'306 | 97.96% | 97.96% |
12.09.2019 | 1.04% | 0.99 | 1.00 | 600'000 | 200'000 | 600'000 | 200'000 | 572'747 | 192'916 | 94.87% | 94.87% |
12.09.2019 | 1.04% | 0.99 | 1.00 | 600'000 | 200'000 | 600'000 | 200'000 | 572'747 | 192'916 | 94.87% | 94.87% |
11.09.2019 | 1.03% | 0.92 | 0.93 | 600'000 | 200'000 | 600'000 | 200'000 | 577'487 | 194'496 | 90.61% | 90.61% |