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 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 11.43% |
15.08.2017 | 66.67% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 5'000 | 6'000 | 40.84% | 97.98% |
14.08.2017 | 66.67% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 5'000 | 6'000 | 91.70% | 94.88% |
11.08.2017 | 65.66% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 5'188 | 6'113 | 95.35% | 96.51% |
10.08.2017 | 31.02% | 0.02 | 0.03 | 500'000 | 300'000 | 499'754 | 300'000 | 14'015 | 11'419 | 98.23% | 98.23% |
09.08.2017 | 20.38% | 0.04 | 0.05 | 500'000 | 300'000 | 500'000 | 300'000 | 22'403 | 16'442 | 96.53% | 96.53% |
08.08.2017 | 7.43% | 0.15 | 0.16 | 340'000 | 300'000 | 390'235 | 300'000 | 50'590 | 42'174 | 99.50% | 99.50% |
07.08.2017 | 6.57% | 0.14 | 0.15 | 360'000 | 300'000 | 346'895 | 300'000 | 51'120 | 47'564 | 99.80% | 99.80% |
04.08.2017 | 7.14% | 0.17 | 0.18 | 300'000 | 300'000 | 375'999 | 300'000 | 50'809 | 44'182 | 99.83% | 99.83% |