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 | 4.61% | 0.42 | 0.44 | 900'000 | 300'000 | 900'000 | 300'000 | 381'669 | 133'223 | 100.00% | 100.00% |
14.09.2017 | 4.66% | 0.43 | 0.45 | 900'000 | 300'000 | 900'000 | 300'000 | 377'489 | 131'830 | 100.00% | 100.00% |
13.09.2017 | 4.98% | 0.40 | 0.42 | 900'000 | 300'000 | 900'000 | 300'000 | 352'237 | 123'412 | 100.00% | 100.00% |
12.09.2017 | 5.10% | 0.39 | 0.41 | 900'000 | 300'000 | 900'000 | 300'000 | 344'195 | 120'732 | 99.99% | 99.99% |
08.09.2017 | 6.71% | 0.29 | 0.31 | 900'000 | 300'000 | 900'000 | 300'000 | 259'428 | 92'476 | 99.99% | 99.99% |
06.09.2017 | 7.26% | 0.29 | 0.31 | 900'000 | 300'000 | 900'000 | 300'000 | 239'818 | 85'939 | 99.99% | 99.99% |
05.09.2017 | 6.69% | 0.28 | 0.30 | 900'000 | 300'000 | 900'000 | 300'000 | 260'444 | 92'815 | 99.99% | 99.99% |
04.09.2017 | 6.32% | 0.25 | 0.27 | 900'000 | 300'000 | 953'419 | 353'419 | 223'292 | 87'798 | 99.99% | 99.99% |
01.09.2017 | 6.32% | 0.24 | 0.26 | 1'000'000 | 400'000 | 982'676 | 382'676 | 240'676 | 99'760 | 99.48% | 99.48% |