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 | - | - |
17.08.2017 | 33.04% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'998 | 999'953 | 28'019 | 38'018 | 99.77% | 99.80% |
16.08.2017 | 7.28% | 0.11 | 0.12 | 1'000'000 | 1'000'000 | 999'996 | 1'000'000 | 132'974 | 142'974 | 99.91% | 99.91% |
14.08.2017 | 8.91% | 0.13 | 0.14 | 1'000'000 | 1'000'000 | 999'836 | 999'979 | 108'794 | 118'809 | 99.97% | 99.97% |
11.08.2017 | 17.27% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 999'969 | 999'891 | 53'904 | 63'898 | 99.97% | 99.97% |
10.08.2017 | 7.09% | 0.10 | 0.11 | 1'000'000 | 1'000'000 | 999'927 | 999'834 | 138'270 | 148'258 | 99.67% | 99.67% |
09.08.2017 | 5.42% | 0.18 | 0.19 | 1'000'000 | 1'000'000 | 999'897 | 999'876 | 180'912 | 190'907 | 99.61% | 99.61% |
08.08.2017 | 2.83% | 0.38 | 0.39 | 1'000'000 | 1'000'000 | 999'986 | 1'000'000 | 349'675 | 359'681 | 99.94% | 99.94% |
07.08.2017 | 2.71% | 0.36 | 0.37 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 365'368 | 375'368 | 99.94% | 99.94% |
04.08.2017 | 2.99% | 0.39 | 0.40 | 1'000'000 | 1'000'000 | 999'979 | 999'985 | 333'110 | 343'112 | 98.44% | 98.44% |