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 | - | 0.59 | - | 750'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 90.07% |
19.09.2019 | 3.08% | 0.56 | 0.69 | 750'000 | 100'000 | 100'000 | 100'000 | 63'980 | 65'980 | 31.19% | 93.81% |
18.09.2019 | 2.62% | 0.74 | 0.76 | 750'000 | 750'000 | 750'000 | 750'000 | 565'200 | 580'200 | 100.00% | 100.00% |
17.09.2019 | 2.41% | 0.80 | 0.82 | 750'000 | 750'000 | 750'000 | 750'000 | 616'713 | 631'713 | 100.00% | 100.00% |
16.09.2019 | 1.35% | 0.72 | 0.73 | 750'000 | 750'000 | 750'000 | 750'000 | 552'079 | 559'579 | 100.00% | 100.00% |
13.09.2019 | 1.66% | 0.55 | 0.56 | 750'000 | 750'000 | 750'000 | 750'000 | 449'870 | 457'370 | 100.00% | 100.00% |
12.09.2019 | 1.30% | 0.75 | 0.76 | 750'000 | 750'000 | 750'000 | 750'000 | 573'528 | 581'029 | 90.25% | 90.25% |
12.09.2019 | 1.30% | 0.75 | 0.76 | 750'000 | 750'000 | 750'000 | 750'000 | 573'528 | 581'029 | 90.25% | 90.25% |
11.09.2019 | 1.22% | 0.83 | 0.84 | 750'000 | 750'000 | 750'000 | 750'000 | 611'300 | 618'800 | 99.68% | 99.68% |