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 | 2.42% | 0.82 | 0.84 | 450'000 | 150'000 | 450'000 | 150'000 | 367'298 | 125'433 | 100.00% | 100.00% |
14.09.2017 | 2.50% | 0.80 | 0.82 | 450'000 | 150'000 | 450'000 | 150'000 | 355'432 | 121'477 | 99.99% | 99.99% |
13.09.2017 | 2.56% | 0.77 | 0.79 | 450'000 | 150'000 | 450'000 | 150'000 | 347'812 | 118'937 | 100.00% | 100.00% |
12.09.2017 | 2.35% | 0.84 | 0.86 | 450'000 | 150'000 | 450'000 | 150'000 | 378'451 | 129'150 | 100.00% | 100.00% |
11.09.2017 | 2.40% | 0.81 | 0.83 | 450'000 | 150'000 | 450'000 | 150'000 | 370'411 | 126'470 | 99.88% | 99.88% |
08.09.2017 | 2.69% | 0.75 | 0.77 | 450'000 | 150'000 | 450'000 | 150'000 | 330'688 | 113'229 | 100.00% | 100.00% |
07.09.2017 | 2.67% | 0.75 | 0.77 | 450'000 | 150'000 | 450'000 | 150'000 | 332'111 | 113'704 | 99.73% | 99.73% |
06.09.2017 | 2.84% | 0.67 | 0.69 | 450'000 | 150'000 | 450'000 | 150'000 | 312'668 | 107'223 | 99.98% | 99.98% |
05.09.2017 | 2.94% | 0.63 | 0.65 | 450'000 | 150'000 | 450'000 | 150'000 | 301'756 | 103'585 | 99.97% | 99.97% |