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 | - | - |
20.07.2017 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 32.94% |
19.07.2017 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 99.74% |
18.07.2017 | 66.67% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 5'000 | 6'000 | 39.72% | 95.99% |
17.07.2017 | 66.67% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 5'000 | 6'000 | 24.64% | 98.90% |
14.07.2017 | 66.67% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 5'000 | 6'000 | 99.21% | 99.21% |
13.07.2017 | 57.55% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 6'709 | 7'026 | 98.79% | 98.79% |
12.07.2017 | 65.11% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 5'291 | 6'175 | 33.93% | 98.23% |
11.07.2017 | 66.67% | 0.01 | 0.02 | 300'000 | 300'000 | 473'273 | 300'000 | 4'733 | 6'000 | 7.83% | 98.94% |
10.07.2017 | 66.67% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 5'000 | 6'000 | 98.56% | 98.56% |