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 | - | - |
30.09.2019 | 5.98% | 0.04 | 0.05 | 200'000 | 200'000 | 199'966 | 199'967 | 33'966 | 35'965 | 99.65% | 99.65% |
27.09.2019 | 3.84% | 0.23 | 0.24 | 200'000 | 200'000 | 199'973 | 199'914 | 51'635 | 53'621 | 100.00% | 100.00% |
26.09.2019 | 2.55% | 0.41 | 0.42 | 200'000 | 200'000 | 200'000 | 199'989 | 77'399 | 79'394 | 100.00% | 100.00% |
25.09.2019 | 1.71% | 0.48 | 0.49 | 200'000 | 200'000 | 200'000 | 199'992 | 116'293 | 118'288 | 99.57% | 99.57% |
24.09.2019 | 1.91% | 0.55 | 0.56 | 200'000 | 200'000 | 199'990 | 200'000 | 103'638 | 105'643 | 99.89% | 99.89% |
23.09.2019 | 1.96% | 0.56 | 0.57 | 200'000 | 200'000 | 199'995 | 199'999 | 101'315 | 103'317 | 100.00% | 100.00% |
20.09.2019 | 2.82% | 0.36 | 0.37 | 200'000 | 200'000 | 200'000 | 199'989 | 70'061 | 72'057 | 100.00% | 100.00% |
19.09.2019 | 3.16% | 0.33 | 0.34 | 200'000 | 200'000 | 199'979 | 199'986 | 62'730 | 64'732 | 100.00% | 100.00% |
18.09.2019 | 2.76% | 0.41 | 0.42 | 200'000 | 200'000 | 199'997 | 200'000 | 71'692 | 73'693 | 100.00% | 100.00% |