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 | 5.06% | 0.17 | 0.18 | 300'000 | 300'000 | 270'591 | 270'591 | 52'125 | 54'831 | 99.93% | 99.93% |
14.09.2017 | 4.28% | 0.22 | 0.23 | 250'000 | 250'000 | 232'304 | 232'304 | 53'057 | 55'380 | 99.94% | 99.94% |
13.09.2017 | 5.00% | 0.23 | 0.24 | 250'000 | 250'000 | 268'661 | 268'661 | 52'402 | 55'089 | 99.98% | 99.98% |
12.09.2017 | 3.86% | 0.25 | 0.26 | 200'000 | 200'000 | 203'272 | 203'273 | 51'639 | 53'672 | 100.00% | 100.00% |
11.09.2017 | 4.68% | 0.22 | 0.23 | 250'000 | 250'000 | 250'000 | 250'000 | 52'170 | 54'670 | 100.00% | 100.00% |
08.09.2017 | 5.06% | 0.20 | 0.21 | 250'000 | 250'000 | 262'502 | 262'502 | 50'579 | 53'204 | 99.96% | 99.96% |
07.09.2017 | 6.27% | 0.18 | 0.19 | 250'000 | 250'000 | 250'000 | 250'000 | 38'915 | 41'415 | 99.96% | 99.96% |
06.09.2017 | 7.88% | 0.12 | 0.13 | 250'000 | 250'000 | 249'975 | 249'978 | 30'878 | 33'378 | 99.93% | 99.93% |
05.09.2017 | 4.02% | 0.21 | 0.22 | 250'000 | 250'000 | 250'000 | 250'000 | 61'736 | 64'236 | 99.90% | 99.90% |