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 | 3.60% | 0.58 | 0.60 | 300'000 | 300'000 | 300'000 | 300'000 | 164'079 | 170'079 | 11.69% | 11.69% |
16.08.2017 | 5.03% | 0.42 | 0.44 | 300'000 | 300'000 | 300'000 | 300'000 | 116'464 | 122'464 | 99.32% | 99.32% |
15.08.2017 | 4.20% | 0.48 | 0.50 | 300'000 | 300'000 | 300'000 | 300'000 | 140'283 | 146'283 | 97.98% | 97.98% |
14.08.2017 | 3.98% | 0.45 | 0.47 | 300'000 | 300'000 | 300'000 | 300'000 | 148'307 | 154'307 | 97.01% | 97.01% |
11.08.2017 | 2.72% | 0.71 | 0.73 | 300'000 | 300'000 | 300'000 | 300'000 | 217'881 | 223'881 | 96.50% | 96.50% |
10.08.2017 | 3.94% | 0.59 | 0.61 | 300'000 | 300'000 | 300'000 | 300'000 | 150'513 | 156'521 | 98.23% | 98.23% |
09.08.2017 | 4.34% | 0.45 | 0.47 | 300'000 | 300'000 | 300'000 | 300'000 | 135'723 | 141'723 | 96.53% | 96.53% |
08.08.2017 | 4.42% | 0.20 | 0.21 | 300'000 | 300'000 | 300'000 | 300'000 | 66'776 | 69'776 | 99.60% | 99.60% |
07.08.2017 | 4.28% | 0.23 | 0.24 | 300'000 | 300'000 | 300'000 | 300'000 | 68'994 | 71'994 | 100.00% | 100.00% |