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 | - | - |
20.01.2017 | 19.05% | 0.08 | 0.10 | 300'000 | 300'000 | 299'698 | 300'000 | 20'107 | 24'247 | 92.70% | 92.70% |
19.01.2017 | 14.41% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 74'755 | 84'755 | 86.35% | 86.35% |
18.01.2017 | 22.47% | 0.02 | 0.03 | 450'000 | 450'000 | 450'000 | 450'000 | 19'058 | 23'558 | 99.52% | 99.52% |
17.01.2017 | 13.72% | 0.05 | 0.06 | 200'000 | 200'000 | 200'000 | 200'000 | 13'944 | 15'944 | 100.00% | 100.00% |
16.01.2017 | 6.94% | 0.14 | 0.15 | 225'000 | 225'000 | 225'000 | 224'482 | 31'361 | 33'528 | 100.00% | 100.00% |
13.01.2017 | 5.29% | 0.19 | 0.20 | 250'000 | 250'000 | 250'000 | 250'000 | 46'518 | 49'018 | 98.20% | 98.20% |
12.01.2017 | 6.49% | 0.15 | 0.16 | 250'000 | 250'000 | 250'000 | 250'000 | 37'398 | 39'898 | 99.22% | 99.22% |
11.01.2017 | 4.71% | 0.28 | 0.29 | 250'000 | 250'000 | 250'000 | 250'000 | 52'875 | 55'375 | 99.83% | 99.83% |
10.01.2017 | 3.92% | 0.18 | 0.19 | 225'000 | 225'000 | 225'000 | 225'000 | 57'149 | 59'399 | 93.95% | 93.95% |