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 | 1.24% | 0.80 | 0.81 | 150'000 | 150'000 | 150'000 | 150'000 | 120'087 | 121'587 | 100.00% | 100.00% |
14.09.2017 | 1.25% | 0.81 | 0.82 | 150'000 | 150'000 | 150'000 | 150'000 | 119'352 | 120'852 | 100.00% | 100.00% |
13.09.2017 | 1.25% | 0.79 | 0.80 | 150'000 | 150'000 | 150'000 | 150'000 | 119'321 | 120'821 | 99.67% | 99.67% |
12.09.2017 | 1.28% | 0.79 | 0.80 | 150'000 | 150'000 | 150'000 | 150'000 | 116'047 | 117'547 | 100.00% | 100.00% |
11.09.2017 | 1.35% | 0.74 | 0.75 | 150'000 | 150'000 | 150'000 | 150'000 | 109'999 | 111'499 | 99.98% | 99.98% |
08.09.2017 | 1.39% | 0.72 | 0.73 | 150'000 | 150'000 | 149'773 | 149'775 | 106'761 | 108'260 | 100.00% | 100.00% |
07.09.2017 | 1.43% | 0.72 | 0.73 | 150'000 | 150'000 | 150'000 | 150'005 | 104'058 | 105'562 | 99.99% | 99.99% |
06.09.2017 | 1.51% | 0.68 | 0.69 | 150'000 | 150'000 | 150'000 | 150'000 | 98'818 | 100'318 | 100.00% | 100.00% |
05.09.2017 | 1.44% | 0.67 | 0.68 | 150'000 | 150'000 | 150'000 | 150'009 | 103'448 | 104'954 | 100.00% | 100.00% |