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 | 0.81% | 1.21 | 1.22 | 210'000 | 210'000 | 210'000 | 210'000 | 258'755 | 260'855 | 99.68% | 99.68% |
14.09.2017 | 0.82% | 1.22 | 1.23 | 210'000 | 210'000 | 210'000 | 210'000 | 253'794 | 255'894 | 99.38% | 99.38% |
13.09.2017 | 0.78% | 1.20 | 1.21 | 210'000 | 210'000 | 209'968 | 210'000 | 267'790 | 269'930 | 99.56% | 99.56% |
12.09.2017 | 0.81% | 1.23 | 1.24 | 210'000 | 210'000 | 210'000 | 210'000 | 257'642 | 259'742 | 99.93% | 99.93% |
11.09.2017 | 0.76% | 1.30 | 1.31 | 210'000 | 210'000 | 210'000 | 210'000 | 275'022 | 277'122 | 100.00% | 100.00% |
08.09.2017 | 0.69% | 1.39 | 1.40 | 210'000 | 210'000 | 210'000 | 210'000 | 303'542 | 305'642 | 99.76% | 99.76% |
07.09.2017 | 0.74% | 1.42 | 1.43 | 210'000 | 210'000 | 210'000 | 210'000 | 284'674 | 286'774 | 98.67% | 98.67% |
06.09.2017 | 0.74% | 1.36 | 1.37 | 210'000 | 210'000 | 209'994 | 210'000 | 282'759 | 284'866 | 99.88% | 99.88% |
05.09.2017 | 0.77% | 1.33 | 1.34 | 210'000 | 210'000 | 210'000 | 210'000 | 270'564 | 272'664 | 99.93% | 99.93% |