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 | - | - |
15.09.2017 | 1.94% | 0.52 | 0.53 | 150'000 | 150'000 | 150'000 | 150'000 | 76'728 | 78'228 | 99.98% | 99.98% |
14.09.2017 | 1.87% | 0.53 | 0.54 | 150'000 | 150'000 | 150'000 | 150'000 | 79'530 | 81'030 | 99.78% | 100.00% |
13.09.2017 | 1.84% | 0.54 | 0.55 | 150'000 | 150'000 | 150'000 | 150'000 | 80'950 | 82'450 | 99.77% | 100.00% |
11.09.2017 | 2.06% | 0.49 | 0.50 | 150'000 | 150'000 | 150'000 | 150'000 | 72'215 | 73'715 | 99.73% | 99.81% |
08.09.2017 | 2.17% | 0.45 | 0.46 | 150'000 | 150'000 | 150'000 | 150'000 | 68'252 | 69'752 | 98.91% | 99.76% |
07.09.2017 | 2.24% | 0.45 | 0.46 | 150'000 | 150'000 | 150'000 | 150'006 | 66'363 | 67'866 | 98.87% | 99.66% |
06.09.2017 | 2.23% | 0.45 | 0.46 | 150'000 | 150'000 | 150'000 | 150'000 | 66'555 | 68'055 | 100.00% | 100.00% |
05.09.2017 | 2.12% | 0.44 | 0.45 | 150'000 | 150'000 | 150'000 | 150'000 | 70'066 | 71'566 | 99.78% | 99.89% |
04.09.2017 | 2.10% | 0.47 | 0.48 | 150'000 | 150'000 | 150'000 | 150'000 | 70'692 | 72'192 | 100.00% | 100.00% |