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 | - | 0.03 | - | 500'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 84.04% |
19.09.2019 | 12.16% | 0.04 | 0.05 | 500'000 | 200'000 | 461'900 | 120'839 | 42'198 | 11'374 | 99.19% | 99.19% |
18.09.2019 | 6.54% | 0.15 | 0.16 | 340'000 | 200'000 | 343'738 | 121'444 | 50'847 | 19'317 | 100.00% | 100.00% |
17.09.2019 | 5.31% | 0.16 | 0.17 | 320'000 | 200'000 | 277'788 | 121'662 | 50'908 | 23'299 | 98.95% | 98.95% |
16.09.2019 | 4.73% | 0.17 | 0.18 | 300'000 | 200'000 | 245'250 | 121'432 | 50'552 | 25'831 | 100.00% | 100.00% |
13.09.2019 | 7.56% | 0.13 | 0.14 | 390'000 | 200'000 | 397'121 | 119'690 | 50'552 | 16'890 | 97.82% | 97.82% |
12.09.2019 | 11.61% | 0.14 | 0.15 | 360'000 | 200'000 | 257'254 | 115'955 | 38'568 | 18'725 | 93.54% | 93.54% |
12.09.2019 | 11.61% | 0.14 | 0.15 | 360'000 | 200'000 | 257'254 | 115'955 | 38'568 | 18'725 | 93.54% | 93.54% |
11.09.2019 | 3.99% | 0.22 | 0.23 | 230'000 | 200'000 | 206'770 | 61'106 | 50'840 | 14'844 | 86.53% | 86.53% |