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 | - | - | 0.02 | 0 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
14.09.2017 | - | - | 0.02 | 0 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
13.09.2017 | - | - | 0.02 | 0 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
12.09.2017 | - | - | 0.02 | 0 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
08.09.2017 | 29.86% | 0.02 | 0.03 | 1'000'000 | 250'000 | 999'390 | 251'678 | 29'064 | 9'856 | 98.12% | 98.12% |
07.09.2017 | 21.40% | 0.03 | 0.04 | 800'000 | 800'000 | 800'000 | 800'000 | 34'210 | 42'210 | 100.00% | 100.00% |
06.09.2017 | 13.70% | 0.06 | 0.07 | 800'000 | 800'000 | 800'000 | 800'000 | 55'530 | 63'530 | 98.90% | 98.90% |
05.09.2017 | 18.82% | 0.06 | 0.07 | 800'000 | 800'000 | 800'000 | 800'000 | 39'090 | 47'090 | 86.10% | 86.10% |
04.09.2017 | 15.14% | 0.06 | 0.07 | 800'000 | 800'000 | 800'000 | 800'000 | 49'334 | 57'334 | 98.86% | 98.86% |