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 | 4.93% | 0.40 | 0.42 | 300'000 | 100'000 | 300'000 | 100'000 | 118'745 | 41'582 | 100.00% | 100.00% |
14.09.2017 | 4.65% | 0.41 | 0.43 | 300'000 | 100'000 | 300'000 | 100'000 | 126'372 | 44'124 | 99.82% | 99.82% |
13.09.2017 | 4.26% | 0.45 | 0.47 | 300'000 | 100'000 | 300'000 | 100'000 | 137'953 | 47'984 | 99.82% | 99.82% |
12.09.2017 | 4.24% | 0.45 | 0.47 | 300'000 | 100'000 | 300'000 | 100'000 | 138'581 | 48'194 | 100.00% | 100.00% |
08.09.2017 | 4.00% | 0.48 | 0.50 | 300'000 | 100'000 | 300'000 | 100'000 | 146'970 | 50'990 | 100.00% | 100.00% |
07.09.2017 | 4.64% | 0.47 | 0.49 | 300'000 | 100'000 | 300'000 | 100'000 | 126'425 | 44'142 | 99.90% | 99.90% |
06.09.2017 | 4.78% | 0.40 | 0.42 | 300'000 | 100'000 | 300'000 | 100'000 | 122'426 | 42'809 | 100.00% | 100.00% |
05.09.2017 | 4.62% | 0.41 | 0.43 | 300'000 | 100'000 | 300'000 | 100'000 | 126'900 | 44'300 | 99.68% | 99.68% |
04.09.2017 | 4.52% | 0.44 | 0.46 | 300'000 | 100'000 | 300'000 | 100'000 | 129'742 | 45'247 | 100.00% | 100.00% |