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 | 23.56% | 0.08 | 0.10 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 75'271 | 38'108 | 99.98% | 99.98% |
14.09.2017 | 19.60% | 0.10 | 0.12 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 92'722 | 45'089 | 100.00% | 100.00% |
13.09.2017 | 22.59% | 0.08 | 0.10 | 1'000'000 | 400'000 | 999'657 | 406'487 | 78'997 | 40'195 | 100.00% | 100.00% |
12.09.2017 | 29.09% | 0.06 | 0.08 | 1'000'000 | 500'000 | 999'953 | 514'858 | 58'228 | 39'677 | 100.00% | 100.00% |
11.09.2017 | 66.67% | 0.01 | 0.02 | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 10'000 | 15'000 | 99.77% | 99.92% |
08.09.2017 | 66.67% | 0.01 | 0.01 | 1'000'000 | 750'000 | 996'270 | 750'000 | 9'963 | 15'000 | 3.24% | 99.97% |
07.09.2017 | 66.67% | 0.01 | 0.01 | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 10'000 | 15'000 | 0.62% | 99.67% |
05.09.2017 | 66.67% | 0.01 | 0.01 | 1'000'000 | 750'000 | 999'849 | 750'000 | 9'998 | 15'000 | 89.64% | 100.00% |
04.09.2017 | 66.67% | 0.01 | 0.02 | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 10'000 | 15'000 | 100.00% | 100.00% |