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 | 6.39% | 0.15 | 0.16 | 90'000 | 90'000 | 90'000 | 90'000 | 13'644 | 14'544 | 98.72% | 98.72% |
19.09.2019 | 6.80% | 0.14 | 0.16 | 90'000 | 90'000 | 90'000 | 90'000 | 12'971 | 13'871 | 97.68% | 97.68% |
18.09.2019 | 6.59% | 0.17 | 0.18 | 110'000 | 110'000 | 110'000 | 110'000 | 16'176 | 17'276 | 91.21% | 91.21% |
17.09.2019 | 13.18% | 0.08 | 0.09 | 160'000 | 160'000 | 160'000 | 160'000 | 11'472 | 13'072 | 100.00% | 100.00% |
16.09.2019 | 18.06% | 0.05 | 0.06 | 160'000 | 160'000 | 160'000 | 160'000 | 8'113 | 9'713 | 100.00% | 100.00% |
13.09.2019 | 31.87% | 0.03 | 0.04 | 160'000 | 160'000 | 160'000 | 160'000 | 4'245 | 5'845 | 100.00% | 100.00% |
12.09.2019 | 22.56% | 0.04 | 0.05 | 160'000 | 160'000 | 160'000 | 159'999 | 6'331 | 7'931 | 99.74% | 99.74% |
12.09.2019 | 22.56% | 0.04 | 0.05 | 160'000 | 160'000 | 160'000 | 159'999 | 6'331 | 7'931 | 99.74% | 99.74% |
11.09.2019 | 21.26% | 0.05 | 0.06 | 150'000 | 150'000 | 150'000 | 150'000 | 6'348 | 7'848 | 100.00% | 100.00% |