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 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
14.09.2017 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 98.85% |
13.09.2017 | - | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.38% |
12.09.2017 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'985 | 1'000'000 | 10'000 | 20'000 | 82.36% | 98.84% |
11.09.2017 | 63.29% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'986 | 1'000'000 | 11'266 | 21'267 | 99.04% | 99.04% |
08.09.2017 | 18.02% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 999'987 | 999'976 | 50'600 | 60'599 | 99.10% | 99.10% |
07.09.2017 | 16.96% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 999'870 | 999'924 | 55'606 | 65'609 | 97.40% | 97.40% |
06.09.2017 | 7.25% | 0.11 | 0.12 | 1'000'000 | 1'000'000 | 999'946 | 999'762 | 143'100 | 153'074 | 97.50% | 97.50% |
05.09.2017 | 7.12% | 0.17 | 0.18 | 1'000'000 | 1'000'000 | 999'786 | 999'950 | 137'464 | 147'489 | 98.18% | 98.18% |