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 | 2.54% | 0.37 | 0.38 | 150'000 | 150'000 | 141'544 | 141'549 | 55'042 | 56'459 | 99.97% | 99.97% |
14.09.2017 | 2.33% | 0.42 | 0.43 | 125'000 | 125'000 | 125'000 | 125'000 | 53'121 | 54'371 | 99.94% | 99.94% |
13.09.2017 | 2.56% | 0.42 | 0.43 | 125'000 | 125'000 | 144'435 | 144'435 | 55'673 | 57'118 | 99.98% | 99.98% |
12.09.2017 | 2.22% | 0.44 | 0.45 | 125'000 | 125'000 | 125'000 | 125'000 | 55'587 | 56'837 | 100.00% | 100.00% |
11.09.2017 | 2.51% | 0.41 | 0.42 | 125'000 | 125'000 | 141'777 | 141'775 | 55'707 | 57'124 | 99.96% | 99.96% |
08.09.2017 | 2.69% | 0.38 | 0.39 | 150'000 | 150'000 | 181'296 | 181'296 | 66'465 | 68'278 | 99.86% | 99.86% |
07.09.2017 | 3.13% | 0.35 | 0.36 | 250'000 | 250'000 | 250'000 | 250'000 | 78'820 | 81'320 | 99.65% | 99.65% |
06.09.2017 | 3.70% | 0.27 | 0.28 | 250'000 | 250'000 | 250'000 | 250'000 | 66'658 | 69'158 | 99.91% | 99.91% |
05.09.2017 | 2.37% | 0.38 | 0.39 | 250'000 | 250'000 | 250'000 | 250'000 | 104'840 | 107'340 | 97.36% | 97.36% |