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 | 34.14% | 0.01 | 0.02 | 1'000'000 | 250'000 | 974'289 | 254'135 | 25'337 | 9'170 | 87.52% | 100.00% |
14.09.2017 | 15.70% | 0.05 | 0.06 | 1'000'000 | 500'000 | 867'318 | 437'053 | 50'964 | 30'093 | 99.82% | 99.82% |
13.09.2017 | 18.56% | 0.07 | 0.08 | 850'000 | 425'000 | 971'418 | 431'043 | 48'082 | 26'096 | 99.96% | 99.96% |
12.09.2017 | 10.58% | 0.08 | 0.09 | 575'000 | 300'000 | 573'999 | 324'192 | 51'418 | 32'529 | 100.00% | 100.00% |
11.09.2017 | 13.28% | 0.08 | 0.09 | 725'000 | 375'000 | 724'030 | 374'253 | 50'957 | 30'086 | 100.00% | 100.00% |
08.09.2017 | 13.28% | 0.07 | 0.08 | 625'000 | 325'000 | 561'491 | 328'540 | 39'975 | 26'540 | 99.98% | 99.98% |
07.09.2017 | 17.09% | 0.07 | 0.08 | 250'000 | 250'000 | 250'000 | 250'000 | 13'524 | 16'024 | 100.00% | 100.00% |
06.09.2017 | 22.00% | 0.04 | 0.05 | 250'000 | 250'000 | 250'000 | 250'000 | 10'310 | 12'810 | 99.98% | 99.98% |
05.09.2017 | 8.82% | 0.09 | 0.10 | 250'000 | 250'000 | 250'000 | 250'000 | 27'932 | 30'432 | 99.97% | 99.97% |