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 | 39.77% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'197 | 7'549 | 100.00% | 100.00% |
14.09.2017 | 23.55% | 0.03 | 0.04 | 1'000'000 | 250'000 | 1'000'000 | 250'117 | 37'910 | 11'983 | 99.94% | 99.94% |
13.09.2017 | 19.53% | 0.05 | 0.06 | 1'000'000 | 500'000 | 1'000'000 | 416'683 | 46'651 | 24'092 | 100.00% | 100.00% |
12.09.2017 | 18.07% | 0.05 | 0.06 | 1'000'000 | 500'000 | 995'263 | 497'632 | 50'118 | 30'035 | 100.00% | 100.00% |
11.09.2017 | 15.15% | 0.06 | 0.07 | 850'000 | 425'000 | 835'874 | 419'500 | 51'057 | 29'830 | 99.97% | 99.97% |
08.09.2017 | 13.30% | 0.08 | 0.09 | 625'000 | 325'000 | 688'843 | 361'742 | 48'262 | 29'013 | 99.98% | 99.98% |
06.09.2017 | 11.67% | 0.08 | 0.09 | 250'000 | 250'000 | 250'000 | 250'000 | 20'281 | 22'781 | 99.87% | 99.87% |
05.09.2017 | 9.51% | 0.10 | 0.11 | 250'000 | 250'000 | 250'000 | 250'000 | 25'058 | 27'558 | 99.99% | 99.99% |
04.09.2017 | 10.88% | 0.10 | 0.11 | 250'000 | 250'000 | 250'000 | 249'989 | 21'816 | 24'315 | 100.00% | 100.00% |