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 | 66.67% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 | 10'000 | 100.00% | 100.00% |
14.09.2017 | 66.67% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 | 10'000 | 99.80% | 99.80% |
13.09.2017 | 66.67% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 | 10'000 | 45.17% | 99.83% |
12.09.2017 | 66.67% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 486'668 | 10'000 | 9'733 | 92.94% | 100.00% |
08.09.2017 | 14.47% | 0.06 | 0.07 | 450'000 | 150'000 | 454'392 | 151'464 | 29'637 | 11'394 | 99.99% | 99.99% |
06.09.2017 | 11.76% | 0.08 | 0.09 | 450'000 | 150'000 | 450'000 | 150'000 | 36'027 | 13'509 | 100.00% | 100.00% |
05.09.2017 | 16.69% | 0.08 | 0.09 | 450'000 | 150'000 | 589'368 | 196'456 | 32'846 | 12'913 | 99.95% | 99.95% |
04.09.2017 | 18.32% | 0.05 | 0.06 | 600'000 | 200'000 | 610'747 | 203'582 | 30'276 | 12'128 | 100.00% | 100.00% |
01.09.2017 | 21.72% | 0.04 | 0.05 | 750'000 | 250'000 | 746'657 | 248'886 | 30'773 | 12'746 | 99.67% | 99.67% |