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 | - | - |
15.09.2017 | 10.85% | 0.08 | 0.09 | 625'000 | 325'000 | 586'808 | 307'765 | 51'187 | 29'939 | 99.35% | 100.00% |
14.09.2017 | 11.89% | 0.09 | 0.10 | 575'000 | 300'000 | 637'657 | 332'329 | 50'488 | 29'650 | 99.94% | 99.94% |
13.09.2017 | 15.03% | 0.07 | 0.08 | 625'000 | 325'000 | 818'712 | 414'945 | 50'303 | 29'699 | 99.88% | 99.88% |
12.09.2017 | 15.08% | 0.05 | 0.06 | 1'000'000 | 500'000 | 826'979 | 418'973 | 50'759 | 29'951 | 99.77% | 99.99% |
08.09.2017 | 10.20% | 0.10 | 0.11 | 500'000 | 500'000 | 531'852 | 415'136 | 49'642 | 43'282 | 99.98% | 99.98% |
07.09.2017 | 12.55% | 0.09 | 0.10 | 500'000 | 500'000 | 499'694 | 500'000 | 37'798 | 42'826 | 96.65% | 96.65% |
06.09.2017 | 15.46% | 0.07 | 0.08 | 500'000 | 500'000 | 499'864 | 499'522 | 30'432 | 35'413 | 99.94% | 99.94% |
05.09.2017 | 11.82% | 0.08 | 0.09 | 500'000 | 500'000 | 499'867 | 499'623 | 40'103 | 45'083 | 99.98% | 99.98% |
04.09.2017 | 12.08% | 0.07 | 0.08 | 500'000 | 500'000 | 500'000 | 499'885 | 39'000 | 43'990 | 92.74% | 92.74% |