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 | 65.44% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 5'229 | 6'138 | 42.08% | 96.57% |
16.08.2017 | 14.23% | 0.05 | 0.06 | 500'000 | 300'000 | 500'000 | 300'000 | 33'066 | 22'839 | 99.06% | 99.06% |
14.08.2017 | 17.74% | 0.07 | 0.08 | 500'000 | 300'000 | 500'000 | 300'000 | 26'569 | 18'944 | 97.01% | 97.01% |
11.08.2017 | 27.71% | 0.03 | 0.04 | 500'000 | 300'000 | 500'000 | 300'000 | 16'046 | 12'631 | 96.51% | 96.51% |
10.08.2017 | 10.74% | 0.06 | 0.07 | 500'000 | 300'000 | 495'214 | 300'000 | 44'591 | 30'087 | 98.23% | 98.23% |
09.08.2017 | 7.81% | 0.12 | 0.13 | 420'000 | 300'000 | 411'088 | 300'000 | 50'592 | 40'239 | 96.48% | 96.48% |
08.08.2017 | 3.60% | 0.30 | 0.31 | 300'000 | 300'000 | 300'000 | 300'000 | 81'996 | 84'996 | 99.60% | 99.60% |
07.08.2017 | 3.40% | 0.28 | 0.29 | 300'000 | 300'000 | 300'000 | 300'000 | 87'018 | 90'018 | 100.00% | 100.00% |
04.08.2017 | 3.69% | 0.32 | 0.33 | 300'000 | 300'000 | 300'000 | 300'000 | 80'498 | 83'498 | 100.00% | 100.00% |