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 | 10.48% | 0.17 | 0.19 | 750'000 | 250'000 | 750'000 | 250'000 | 135'898 | 50'300 | 100.00% | 100.00% |
19.09.2019 | 10.97% | 0.17 | 0.19 | 750'000 | 250'000 | 760'460 | 253'487 | 131'940 | 49'050 | 99.98% | 99.98% |
18.09.2019 | 10.09% | 0.15 | 0.17 | 900'000 | 300'000 | 895'476 | 298'492 | 170'641 | 62'850 | 100.00% | 100.00% |
17.09.2019 | 4.48% | 0.43 | 0.45 | 750'000 | 250'000 | 750'000 | 250'000 | 327'747 | 114'249 | 99.91% | 99.91% |
16.09.2019 | 4.11% | 0.48 | 0.50 | 750'000 | 250'000 | 750'000 | 250'000 | 358'516 | 124'505 | 99.98% | 99.98% |
13.09.2019 | 3.59% | 0.57 | 0.59 | 750'000 | 250'000 | 750'000 | 250'000 | 410'417 | 141'806 | 99.80% | 99.80% |
12.09.2019 | 3.80% | 0.51 | 0.53 | 750'000 | 250'000 | 750'000 | 250'000 | 388'332 | 134'444 | 97.29% | 97.29% |
12.09.2019 | 3.80% | 0.51 | 0.53 | 750'000 | 250'000 | 750'000 | 250'000 | 388'332 | 134'444 | 97.29% | 97.29% |
11.09.2019 | 3.19% | 0.57 | 0.59 | 750'000 | 250'000 | 750'000 | 250'000 | 419'906 | 144'545 | 99.97% | 99.97% |