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 | - | - |
04.09.2019 | 5.40% | 0.26 | 0.27 | 300'000 | 300'000 | 327'196 | 300'000 | 60'977 | 60'759 | 95.24% | 95.24% |
03.09.2019 | 4.26% | 0.36 | 0.37 | 300'000 | 300'000 | 300'000 | 300'000 | 95'656 | 99'854 | 98.35% | 98.35% |
02.09.2019 | 4.94% | 0.21 | 0.22 | 300'000 | 300'000 | 301'522 | 300'000 | 60'183 | 62'954 | 100.00% | 100.00% |
30.08.2019 | 4.83% | 0.25 | 0.26 | 300'000 | 300'000 | 300'000 | 300'000 | 65'565 | 68'842 | 97.81% | 97.81% |
29.08.2019 | 2.74% | 0.38 | 0.41 | 300'000 | 300'000 | 300'000 | 300'000 | 123'985 | 127'413 | 95.61% | 95.61% |
28.08.2019 | 1.70% | 0.63 | 0.64 | 300'000 | 300'000 | 300'000 | 300'000 | 185'790 | 188'976 | 92.45% | 92.45% |
27.08.2019 | 1.74% | 0.52 | 0.53 | 300'000 | 300'000 | 300'000 | 300'000 | 172'579 | 175'579 | 99.43% | 99.43% |
26.08.2019 | 1.61% | 0.63 | 0.64 | 300'000 | 300'000 | 300'000 | 300'000 | 189'234 | 192'291 | 95.80% | 95.80% |
23.08.2019 | 5.75% | 0.53 | 0.54 | 300'000 | 300'000 | 300'000 | 300'000 | 112'123 | 118'628 | 85.23% | 85.23% |