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 | 14.31% | 0.11 | 0.13 | 460'000 | 50'000 | 391'590 | 50'000 | 50'758 | 7'625 | 90.87% | 90.87% |
19.09.2019 | 13.23% | 0.16 | 0.18 | 320'000 | 50'000 | 357'751 | 49'959 | 50'638 | 8'146 | 100.00% | 100.00% |
18.09.2019 | 15.40% | 0.10 | 0.12 | 500'000 | 50'000 | 421'252 | 50'000 | 50'474 | 7'080 | 96.94% | 96.94% |
17.09.2019 | 14.15% | 0.12 | 0.14 | 420'000 | 50'000 | 385'487 | 50'000 | 50'605 | 7'646 | 96.66% | 96.66% |
16.09.2019 | 10.70% | 0.18 | 0.20 | 280'000 | 50'000 | 286'937 | 50'000 | 50'721 | 9'942 | 100.00% | 100.00% |
13.09.2019 | 8.35% | 0.26 | 0.28 | 200'000 | 50'000 | 221'862 | 50'000 | 50'907 | 12'686 | 100.00% | 100.00% |
12.09.2019 | 10.49% | 0.20 | 0.22 | 250'000 | 50'000 | 259'744 | 49'054 | 48'772 | 10'273 | 100.00% | 100.00% |
12.09.2019 | 10.49% | 0.20 | 0.22 | 250'000 | 50'000 | 259'744 | 49'054 | 48'772 | 10'273 | 100.00% | 100.00% |
11.09.2019 | 9.39% | 0.17 | 0.19 | 300'000 | 50'000 | 249'922 | 50'000 | 50'702 | 11'256 | 100.00% | 100.00% |