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 | 3.56% | 0.58 | 0.60 | 300'000 | 100'000 | 300'000 | 100'000 | 165'673 | 57'224 | 99.97% | 99.97% |
14.09.2017 | 3.37% | 0.59 | 0.61 | 300'000 | 100'000 | 300'000 | 100'000 | 175'195 | 60'398 | 99.99% | 99.99% |
13.09.2017 | 3.20% | 0.60 | 0.62 | 300'000 | 100'000 | 300'000 | 100'000 | 184'291 | 63'430 | 100.00% | 100.00% |
12.09.2017 | 3.29% | 0.63 | 0.65 | 300'000 | 100'000 | 299'997 | 100'000 | 179'661 | 61'888 | 100.00% | 100.00% |
11.09.2017 | 3.64% | 0.55 | 0.57 | 300'000 | 100'000 | 300'000 | 100'000 | 161'705 | 55'902 | 99.91% | 99.91% |
08.09.2017 | 4.01% | 0.52 | 0.54 | 300'000 | 100'000 | 300'000 | 100'000 | 146'703 | 50'901 | 99.97% | 99.97% |
06.09.2017 | 4.18% | 0.47 | 0.49 | 300'000 | 100'000 | 300'000 | 100'000 | 140'951 | 48'984 | 99.98% | 99.98% |
05.09.2017 | 3.70% | 0.51 | 0.53 | 300'000 | 100'000 | 300'000 | 100'000 | 159'435 | 55'145 | 100.00% | 100.00% |
04.09.2017 | 3.62% | 0.52 | 0.54 | 300'000 | 100'000 | 300'000 | 100'000 | 163'066 | 56'355 | 100.00% | 100.00% |