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 | 5.47% | 0.38 | 0.40 | 200'000 | 200'000 | 200'000 | 200'000 | 71'159 | 75'159 | 94.22% | 94.22% |
19.09.2019 | 5.71% | 0.35 | 0.37 | 200'000 | 200'000 | 197'928 | 197'928 | 68'746 | 72'746 | 3.09% | 3.09% |
18.09.2019 | 6.04% | 0.33 | 0.35 | 200'000 | 200'000 | 200'000 | 200'000 | 64'287 | 68'287 | 90.38% | 90.38% |
17.09.2019 | 6.58% | 0.35 | 0.37 | 200'000 | 200'000 | 200'081 | 200'000 | 59'133 | 63'114 | 96.23% | 96.23% |
16.09.2019 | 7.30% | 0.24 | 0.26 | 210'000 | 200'000 | 201'427 | 200'000 | 53'264 | 56'918 | 100.00% | 100.00% |
13.09.2019 | 5.14% | 0.32 | 0.34 | 200'000 | 200'000 | 200'000 | 200'000 | 76'952 | 80'952 | 95.41% | 95.41% |
12.09.2019 | 4.11% | 0.53 | 0.55 | 200'000 | 200'000 | 199'600 | 199'600 | 95'910 | 99'910 | 93.59% | 93.59% |
12.09.2019 | 4.11% | 0.53 | 0.55 | 200'000 | 200'000 | 199'600 | 199'600 | 95'910 | 99'910 | 93.59% | 93.59% |
11.09.2019 | 4.80% | 0.40 | 0.42 | 200'000 | 200'000 | 200'000 | 200'000 | 81'532 | 85'532 | 77.15% | 77.15% |