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 | 25.68% | 0.07 | 0.09 | 500'000 | 300'000 | 500'000 | 300'000 | 34'126 | 26'476 | 100.00% | 100.00% |
19.09.2019 | 23.67% | 0.07 | 0.09 | 500'000 | 300'000 | 499'312 | 299'705 | 37'430 | 28'464 | 90.13% | 90.13% |
18.09.2019 | 18.47% | 0.04 | 0.05 | 500'000 | 300'000 | 500'000 | 300'000 | 24'647 | 17'788 | 96.84% | 96.84% |
17.09.2019 | 17.73% | 0.05 | 0.06 | 500'000 | 300'000 | 500'000 | 300'000 | 25'941 | 18'565 | 97.59% | 97.59% |
16.09.2019 | 11.40% | 0.09 | 0.10 | 500'000 | 300'000 | 500'000 | 300'000 | 41'491 | 27'895 | 100.00% | 100.00% |
13.09.2019 | 12.99% | 0.12 | 0.14 | 420'000 | 300'000 | 414'865 | 300'000 | 50'525 | 42'010 | 99.90% | 99.90% |
12.09.2019 | 10.56% | 0.08 | 0.09 | 500'000 | 300'000 | 481'758 | 295'988 | 45'888 | 31'316 | 96.99% | 96.99% |
12.09.2019 | 10.56% | 0.08 | 0.09 | 500'000 | 300'000 | 481'758 | 295'988 | 45'888 | 31'316 | 96.99% | 96.99% |
11.09.2019 | 8.45% | 0.11 | 0.12 | 460'000 | 300'000 | 444'984 | 300'000 | 50'440 | 37'170 | 99.93% | 99.93% |