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 | - | - |
23.09.2019 | 15.01% | 0.09 | 0.10 | 500'000 | 50'000 | 462'134 | 50'000 | 50'260 | 6'347 | 17.65% | 17.65% |
20.09.2019 | 10.55% | 0.14 | 0.16 | 360'000 | 50'000 | 371'708 | 50'000 | 50'604 | 7'597 | 100.00% | 100.00% |
19.09.2019 | 10.07% | 0.16 | 0.18 | 320'000 | 50'000 | 315'831 | 49'952 | 51'052 | 8'937 | 99.50% | 99.50% |
18.09.2019 | 9.61% | 0.14 | 0.15 | 360'000 | 50'000 | 332'795 | 50'000 | 50'924 | 8'457 | 96.94% | 96.94% |
17.09.2019 | 13.39% | 0.14 | 0.15 | 360'000 | 50'000 | 427'532 | 50'000 | 50'543 | 6'805 | 97.12% | 97.12% |
16.09.2019 | 11.74% | 0.14 | 0.15 | 360'000 | 50'000 | 384'152 | 50'000 | 50'647 | 7'445 | 100.00% | 100.00% |
13.09.2019 | 10.00% | 0.16 | 0.18 | 320'000 | 50'000 | 337'350 | 50'000 | 50'894 | 8'368 | 100.00% | 100.00% |