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 | 7.49% | 0.26 | 0.28 | 750'000 | 250'000 | 750'000 | 250'000 | 192'966 | 69'322 | 100.00% | 100.00% |
19.09.2019 | 7.12% | 0.27 | 0.29 | 750'000 | 250'000 | 750'000 | 250'000 | 205'360 | 73'453 | 99.99% | 99.99% |
18.09.2019 | 6.90% | 0.25 | 0.27 | 900'000 | 300'000 | 834'428 | 278'143 | 233'414 | 83'368 | 99.99% | 99.99% |
17.09.2019 | 4.56% | 0.41 | 0.43 | 750'000 | 250'000 | 750'000 | 250'000 | 322'371 | 112'457 | 99.91% | 99.91% |
16.09.2019 | 3.84% | 0.51 | 0.53 | 750'000 | 250'000 | 750'000 | 250'000 | 383'302 | 132'767 | 99.91% | 99.91% |
13.09.2019 | 3.29% | 0.60 | 0.62 | 750'000 | 250'000 | 750'000 | 250'000 | 449'070 | 154'690 | 99.80% | 99.80% |
12.09.2019 | 2.62% | 0.56 | 0.57 | 750'000 | 250'000 | 750'000 | 250'000 | 424'052 | 145'101 | 96.64% | 96.64% |
12.09.2019 | 2.62% | 0.56 | 0.57 | 750'000 | 250'000 | 750'000 | 250'000 | 424'052 | 145'101 | 96.64% | 96.64% |
11.09.2019 | 2.55% | 0.56 | 0.58 | 750'000 | 250'000 | 750'000 | 250'000 | 435'716 | 148'989 | 99.93% | 99.93% |