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 | 0.72% | 1.37 | 1.38 | 100'000 | 100'000 | 100'000 | 100'000 | 138'730 | 139'730 | 88.59% | 88.59% |
14.09.2017 | 0.71% | 1.42 | 1.43 | 100'000 | 100'000 | 100'000 | 100'000 | 141'151 | 142'151 | 100.00% | 100.00% |
13.09.2017 | 0.70% | 1.42 | 1.43 | 100'000 | 100'000 | 100'000 | 100'000 | 143'176 | 144'176 | 99.99% | 99.99% |
12.09.2017 | 0.69% | 1.44 | 1.45 | 100'000 | 100'000 | 100'000 | 100'000 | 143'859 | 144'859 | 99.99% | 99.99% |
11.09.2017 | 0.70% | 1.42 | 1.43 | 100'000 | 100'000 | 100'000 | 100'000 | 142'000 | 143'000 | 100.00% | 100.00% |
08.09.2017 | 0.70% | 1.42 | 1.43 | 100'000 | 100'000 | 118'866 | 118'866 | 170'390 | 171'579 | 100.00% | 100.00% |
07.09.2017 | 0.69% | 1.44 | 1.45 | 250'000 | 250'000 | 250'000 | 250'000 | 359'620 | 362'120 | 99.98% | 99.98% |
05.09.2017 | 0.69% | 1.46 | 1.47 | 250'000 | 250'000 | 250'000 | 250'000 | 362'868 | 365'368 | 99.99% | 99.99% |
04.09.2017 | 0.69% | 1.45 | 1.46 | 250'000 | 250'000 | 250'000 | 250'000 | 360'613 | 363'113 | 99.99% | 99.99% |