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 | 3.35% | 1.16 | 1.20 | 80'000 | 80'000 | 80'000 | 80'000 | 91'929 | 95'055 | 100.00% | 100.00% |
14.09.2017 | 0.87% | 1.16 | 1.17 | 90'000 | 90'000 | 90'000 | 90'000 | 103'012 | 103'912 | 98.96% | 98.96% |
13.09.2017 | 1.24% | 1.17 | 1.18 | 80'000 | 80'000 | 80'000 | 80'000 | 91'097 | 92'229 | 100.00% | 100.00% |
12.09.2017 | 1.75% | 1.11 | 1.13 | 80'000 | 80'000 | 80'000 | 80'000 | 90'688 | 92'288 | 100.00% | 100.00% |
08.09.2017 | 2.03% | 1.03 | 1.05 | 80'000 | 80'000 | 80'000 | 80'000 | 78'153 | 79'753 | 100.00% | 100.00% |
07.09.2017 | 2.02% | 0.97 | 0.99 | 90'000 | 90'000 | 90'000 | 90'000 | 83'742 | 85'455 | 99.60% | 99.60% |
05.09.2017 | 1.18% | 0.83 | 0.84 | 90'000 | 90'000 | 90'000 | 90'000 | 75'581 | 76'481 | 97.79% | 97.79% |
04.09.2017 | 1.25% | 0.81 | 0.82 | 90'000 | 90'000 | 90'000 | 90'000 | 71'514 | 72'414 | 99.84% | 99.84% |
01.09.2017 | 1.21% | 0.85 | 0.86 | 90'000 | 90'000 | 90'000 | 90'000 | 73'919 | 74'819 | 99.96% | 99.96% |