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 | - | - |
25.09.2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
22.09.2017 | 4.68% | 0.20 | 0.21 | 250'000 | 100'000 | 236'548 | 100'000 | 50'435 | 22'368 | 36.16% | 36.16% |
21.09.2017 | 3.61% | 0.25 | 0.26 | 200'000 | 100'000 | 187'040 | 100'000 | 50'836 | 28'259 | 100.00% | 100.00% |
20.09.2017 | 3.73% | 0.30 | 0.31 | 170'000 | 100'000 | 177'433 | 100'000 | 51'904 | 30'377 | 100.00% | 100.00% |
19.09.2017 | 3.71% | 0.32 | 0.33 | 160'000 | 100'000 | 166'030 | 100'000 | 51'819 | 32'426 | 100.00% | 100.00% |
18.09.2017 | 3.62% | 0.28 | 0.29 | 180'000 | 100'000 | 187'874 | 100'000 | 51'346 | 28'377 | 100.00% | 100.00% |
15.09.2017 | 3.33% | 0.31 | 0.32 | 170'000 | 100'000 | 154'783 | 100'000 | 51'907 | 34'766 | 100.00% | 100.00% |
14.09.2017 | 2.80% | 0.36 | 0.37 | 140'000 | 100'000 | 147'139 | 100'000 | 51'800 | 36'292 | 99.95% | 99.95% |
13.09.2017 | 3.29% | 0.29 | 0.30 | 180'000 | 100'000 | 172'347 | 100'000 | 51'759 | 31'058 | 100.00% | 100.00% |