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% | 99.01% |
13.09.2017 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 20'000 | 36.93% | 99.52% |
12.09.2017 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 20'000 | 99.06% | 99.06% |
11.09.2017 | 30.84% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 29'013 | 39'013 | 99.12% | 99.12% |
08.09.2017 | 7.81% | 0.11 | 0.12 | 1'000'000 | 1'000'000 | 999'999 | 999'993 | 123'657 | 133'656 | 94.50% | 94.50% |
07.09.2017 | 7.14% | 0.13 | 0.14 | 1'000'000 | 1'000'000 | 999'999 | 999'998 | 138'318 | 148'318 | 96.82% | 96.82% |
06.09.2017 | 3.36% | 0.24 | 0.25 | 810'000 | 810'000 | 809'996 | 809'998 | 250'997 | 259'098 | 97.75% | 97.75% |
05.09.2017 | 3.43% | 0.36 | 0.37 | 800'000 | 800'000 | 799'653 | 799'911 | 231'858 | 239'943 | 98.00% | 98.00% |