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 | 6.32% | 0.31 | 0.33 | 600'000 | 200'000 | 600'000 | 200'000 | 183'889 | 65'296 | 100.00% | 100.00% |
19.09.2019 | 6.01% | 0.32 | 0.34 | 600'000 | 200'000 | 600'000 | 200'000 | 195'753 | 69'251 | 99.95% | 99.95% |
18.09.2019 | 5.71% | 0.30 | 0.32 | 750'000 | 250'000 | 747'437 | 249'146 | 255'119 | 90'023 | 100.00% | 100.00% |
17.09.2019 | 3.78% | 0.49 | 0.51 | 600'000 | 200'000 | 600'000 | 200'000 | 312'140 | 108'047 | 99.91% | 99.91% |
16.09.2019 | 3.19% | 0.61 | 0.63 | 600'000 | 200'000 | 600'000 | 200'000 | 370'546 | 127'515 | 100.00% | 100.00% |
13.09.2019 | 2.73% | 0.72 | 0.74 | 600'000 | 200'000 | 600'000 | 200'000 | 433'769 | 148'590 | 99.80% | 99.80% |
12.09.2019 | 2.17% | 0.68 | 0.69 | 600'000 | 200'000 | 601'674 | 200'558 | 411'461 | 140'162 | 96.21% | 96.21% |
12.09.2019 | 2.17% | 0.68 | 0.69 | 600'000 | 200'000 | 601'674 | 200'558 | 411'461 | 140'162 | 96.21% | 96.21% |
11.09.2019 | 2.11% | 0.68 | 0.70 | 600'000 | 200'000 | 613'309 | 204'436 | 430'518 | 146'573 | 99.86% | 99.86% |