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 | 2.41% | 0.82 | 0.84 | 600'000 | 200'000 | 600'000 | 200'000 | 492'116 | 168'039 | 100.00% | 100.00% |
14.09.2017 | 2.37% | 0.84 | 0.86 | 600'000 | 200'000 | 600'000 | 200'000 | 499'894 | 170'631 | 99.99% | 99.99% |
13.09.2017 | 2.47% | 0.80 | 0.82 | 600'000 | 200'000 | 600'000 | 200'000 | 479'801 | 163'934 | 100.00% | 100.00% |
12.09.2017 | 2.42% | 0.81 | 0.83 | 600'000 | 200'000 | 600'000 | 200'000 | 489'591 | 167'197 | 100.00% | 100.00% |
11.09.2017 | 2.45% | 0.81 | 0.83 | 600'000 | 200'000 | 600'000 | 200'000 | 483'146 | 165'049 | 100.00% | 100.00% |
08.09.2017 | 2.57% | 0.78 | 0.80 | 600'000 | 200'000 | 600'000 | 200'000 | 461'832 | 157'944 | 100.00% | 100.00% |
06.09.2017 | 2.71% | 0.73 | 0.75 | 600'000 | 200'000 | 600'000 | 200'000 | 437'177 | 149'726 | 99.99% | 99.99% |
05.09.2017 | 2.66% | 0.73 | 0.75 | 600'000 | 200'000 | 600'000 | 200'000 | 444'675 | 152'225 | 99.98% | 99.98% |
04.09.2017 | 2.70% | 0.73 | 0.75 | 600'000 | 200'000 | 600'000 | 200'000 | 439'255 | 150'418 | 99.91% | 99.91% |