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% | 7.58% |
16.08.2017 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 91.87% |
15.08.2017 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 97.85% |
14.08.2017 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 97.01% |
11.08.2017 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 83.93% |
10.08.2017 | 66.67% | 0.01 | 0.02 | 300'000 | 300'000 | 496'316 | 300'000 | 4'963 | 6'000 | 81.43% | 98.23% |
09.08.2017 | 65.77% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 5'168 | 6'101 | 96.53% | 96.53% |
08.08.2017 | 21.35% | 0.05 | 0.06 | 500'000 | 300'000 | 500'000 | 300'000 | 21'188 | 15'713 | 99.60% | 99.60% |
07.08.2017 | 17.23% | 0.05 | 0.06 | 500'000 | 300'000 | 500'000 | 300'000 | 27'151 | 19'291 | 100.00% | 100.00% |