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 | 1.06% | 0.94 | 0.95 | 150'000 | 50'000 | 150'000 | 50'000 | 141'408 | 47'636 | 99.97% | 99.97% |
14.09.2017 | 1.07% | 0.93 | 0.94 | 150'000 | 50'000 | 150'000 | 50'000 | 138'795 | 46'765 | 99.78% | 99.78% |
13.09.2017 | 1.13% | 0.87 | 0.88 | 150'000 | 50'000 | 150'000 | 50'000 | 131'570 | 44'357 | 99.83% | 99.83% |
12.09.2017 | 1.16% | 0.85 | 0.86 | 150'000 | 50'000 | 150'000 | 50'000 | 128'653 | 43'384 | 100.00% | 100.00% |
11.09.2017 | 1.19% | 0.83 | 0.84 | 150'000 | 50'000 | 150'000 | 50'000 | 125'203 | 42'234 | 100.00% | 100.00% |
08.09.2017 | 1.20% | 0.82 | 0.83 | 150'000 | 50'000 | 150'000 | 50'000 | 124'405 | 41'968 | 99.69% | 99.69% |
06.09.2017 | 1.18% | 0.84 | 0.85 | 150'000 | 50'000 | 150'000 | 50'000 | 126'897 | 42'799 | 98.32% | 98.32% |
05.09.2017 | 1.31% | 0.74 | 0.75 | 150'000 | 50'000 | 150'000 | 50'000 | 113'923 | 38'474 | 99.97% | 99.97% |
04.09.2017 | 1.34% | 0.74 | 0.75 | 150'000 | 50'000 | 150'225 | 50'075 | 111'174 | 37'559 | 96.55% | 96.55% |