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 | 120.00% | 0.01 | 0.02 | 160'000 | 160'000 | 160'000 | 160'000 | 800 | 3'200 | 54.74% | 100.00% |
19.09.2019 | 63.55% | 0.01 | 0.02 | 160'000 | 160'000 | 160'000 | 160'000 | 1'807 | 3'432 | 99.89% | 99.89% |
18.09.2019 | 48.11% | 0.02 | 0.03 | 160'000 | 160'000 | 160'000 | 160'000 | 2'551 | 4'151 | 100.00% | 100.00% |
17.09.2019 | 35.09% | 0.02 | 0.03 | 140'000 | 140'000 | 140'000 | 140'000 | 3'363 | 4'763 | 100.00% | 100.00% |
16.09.2019 | 28.37% | 0.03 | 0.04 | 160'000 | 160'000 | 160'000 | 160'000 | 4'867 | 6'467 | 100.00% | 100.00% |
13.09.2019 | 36.95% | 0.03 | 0.04 | 160'000 | 160'000 | 160'000 | 160'000 | 3'566 | 5'166 | 100.00% | 100.00% |
12.09.2019 | 36.37% | 0.02 | 0.03 | 160'000 | 160'000 | 160'000 | 160'000 | 3'636 | 5'236 | 100.00% | 100.00% |
12.09.2019 | 36.37% | 0.02 | 0.03 | 160'000 | 160'000 | 160'000 | 160'000 | 3'636 | 5'236 | 100.00% | 100.00% |
11.09.2019 | 38.83% | 0.03 | 0.04 | 160'000 | 160'000 | 160'000 | 160'000 | 3'362 | 4'962 | 100.00% | 100.00% |