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 | 5.44% | 0.31 | 0.33 | 300'000 | 300'000 | 300'000 | 300'000 | 107'709 | 113'709 | 74.38% | 74.38% |
15.08.2017 | 4.45% | 0.42 | 0.44 | 300'000 | 300'000 | 300'000 | 300'000 | 132'055 | 138'055 | 97.98% | 97.98% |
14.08.2017 | 4.20% | 0.47 | 0.49 | 300'000 | 300'000 | 300'000 | 300'000 | 128'441 | 133'970 | 98.16% | 98.16% |
11.08.2017 | 3.54% | 0.28 | 0.29 | 300'000 | 300'000 | 300'000 | 300'000 | 83'501 | 86'501 | 96.50% | 96.50% |
10.08.2017 | 2.48% | 0.38 | 0.39 | 300'000 | 300'000 | 300'000 | 300'000 | 134'292 | 137'681 | 98.23% | 98.23% |
09.08.2017 | 2.15% | 0.50 | 0.51 | 300'000 | 300'000 | 300'000 | 300'000 | 150'308 | 153'597 | 96.53% | 96.53% |
08.08.2017 | 2.70% | 0.76 | 0.78 | 300'000 | 300'000 | 300'000 | 300'000 | 219'110 | 225'110 | 99.60% | 99.60% |
07.08.2017 | 2.67% | 0.74 | 0.76 | 300'000 | 300'000 | 300'000 | 300'000 | 222'211 | 228'211 | 100.00% | 100.00% |
04.08.2017 | 2.82% | 0.77 | 0.79 | 300'000 | 300'000 | 300'000 | 300'000 | 210'295 | 216'295 | 100.00% | 100.00% |