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 | 14.74% | 0.13 | 0.15 | 300'000 | 100'000 | 300'000 | 100'000 | 37'755 | 14'585 | 100.00% | 100.00% |
14.09.2017 | 12.00% | 0.14 | 0.16 | 300'000 | 100'000 | 300'000 | 100'000 | 47'168 | 17'723 | 99.81% | 99.81% |
13.09.2017 | 12.49% | 0.16 | 0.18 | 300'000 | 100'000 | 300'000 | 100'000 | 45'155 | 17'052 | 99.85% | 99.85% |
12.09.2017 | 12.75% | 0.14 | 0.16 | 300'000 | 100'000 | 300'000 | 100'000 | 44'106 | 16'702 | 100.00% | 100.00% |
11.09.2017 | 12.33% | 0.15 | 0.17 | 300'000 | 100'000 | 300'000 | 100'000 | 45'722 | 17'241 | 99.60% | 99.60% |
08.09.2017 | 12.03% | 0.15 | 0.17 | 450'000 | 150'000 | 325'146 | 108'382 | 50'673 | 19'059 | 100.00% | 100.00% |
07.09.2017 | 13.41% | 0.14 | 0.16 | 450'000 | 150'000 | 450'000 | 150'000 | 62'665 | 23'888 | 99.87% | 99.87% |
06.09.2017 | 13.09% | 0.12 | 0.14 | 450'000 | 150'000 | 450'000 | 150'000 | 64'579 | 24'526 | 100.00% | 100.00% |
05.09.2017 | 11.69% | 0.15 | 0.17 | 450'000 | 150'000 | 355'429 | 118'476 | 57'093 | 21'400 | 99.68% | 99.68% |