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 | 6.13% | 0.36 | 0.38 | 300'000 | 300'000 | 300'000 | 300'000 | 95'983 | 101'983 | 55.39% | 55.39% |
19.07.2017 | 5.41% | 0.31 | 0.33 | 300'000 | 300'000 | 300'000 | 300'000 | 108'208 | 114'208 | 99.74% | 99.74% |
18.07.2017 | 6.14% | 0.45 | 0.47 | 300'000 | 300'000 | 300'000 | 300'000 | 98'001 | 104'001 | 99.80% | 99.80% |
17.07.2017 | 5.61% | 0.32 | 0.34 | 300'000 | 300'000 | 300'000 | 300'000 | 104'191 | 110'191 | 100.00% | 100.00% |
14.07.2017 | 5.48% | 0.36 | 0.38 | 300'000 | 300'000 | 300'000 | 300'000 | 106'721 | 112'721 | 99.21% | 99.21% |
13.07.2017 | 5.37% | 0.39 | 0.41 | 300'000 | 300'000 | 300'000 | 300'000 | 109'346 | 115'346 | 98.79% | 98.79% |
12.07.2017 | 3.98% | 0.41 | 0.43 | 300'000 | 300'000 | 300'000 | 300'000 | 150'244 | 156'244 | 98.23% | 98.23% |
11.07.2017 | 3.19% | 0.64 | 0.66 | 300'000 | 300'000 | 300'000 | 300'000 | 185'690 | 191'690 | 98.94% | 98.94% |
10.07.2017 | 3.68% | 0.52 | 0.54 | 300'000 | 300'000 | 300'000 | 300'000 | 160'221 | 166'221 | 98.56% | 98.56% |