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 | - | - |
16.08.2019 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
15.08.2019 | 1.41% | 0.86 | 0.88 | 510'000 | 510'000 | 510'000 | 510'000 | 410'765 | 416'569 | 79.22% | 79.22% |
14.08.2019 | 1.76% | 0.81 | 0.82 | 520'000 | 520'000 | 520'000 | 520'000 | 306'021 | 311'221 | 95.72% | 95.72% |
13.08.2019 | 1.67% | 0.37 | 0.38 | 530'000 | 530'000 | 529'685 | 530'000 | 322'652 | 328'079 | 87.32% | 87.32% |
12.08.2019 | 2.20% | 0.51 | 0.52 | 540'000 | 540'000 | 540'000 | 540'000 | 245'974 | 251'374 | 99.02% | 99.02% |
09.08.2019 | 2.06% | 0.49 | 0.50 | 540'000 | 540'000 | 540'000 | 540'000 | 260'338 | 265'738 | 95.88% | 95.88% |
08.08.2019 | 1.53% | 0.54 | 0.55 | 510'000 | 510'000 | 510'000 | 510'000 | 335'333 | 340'433 | 98.42% | 98.42% |
07.08.2019 | 1.21% | 0.93 | 0.94 | 520'000 | 520'000 | 520'000 | 520'000 | 433'570 | 438'770 | 88.43% | 88.43% |
06.08.2019 | 1.26% | 0.90 | 0.91 | 530'000 | 530'000 | 530'000 | 530'000 | 420'000 | 425'300 | 95.52% | 95.52% |