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 | 1.69% | 0.58 | 0.59 | 150'000 | 150'000 | 150'024 | 150'000 | 88'072 | 89'558 | 99.99% | 99.99% |
14.09.2017 | 1.65% | 0.59 | 0.60 | 150'000 | 150'000 | 150'000 | 150'008 | 90'268 | 91'772 | 99.98% | 99.98% |
13.09.2017 | 1.63% | 0.61 | 0.62 | 150'000 | 150'000 | 150'000 | 150'004 | 91'237 | 92'739 | 99.67% | 99.67% |
12.09.2017 | 1.62% | 0.61 | 0.62 | 150'000 | 150'000 | 150'000 | 150'000 | 91'836 | 93'336 | 100.00% | 100.00% |
11.09.2017 | 1.63% | 0.61 | 0.62 | 150'000 | 150'000 | 150'000 | 150'011 | 91'056 | 92'563 | 99.98% | 99.98% |
08.09.2017 | 1.69% | 0.58 | 0.59 | 150'000 | 150'000 | 149'701 | 149'777 | 87'624 | 89'166 | 100.00% | 100.00% |
05.09.2017 | 1.70% | 0.59 | 0.60 | 150'000 | 150'000 | 149'889 | 149'881 | 87'449 | 88'943 | 99.99% | 99.99% |
04.09.2017 | 1.75% | 0.56 | 0.57 | 150'000 | 150'000 | 150'000 | 150'000 | 85'139 | 86'639 | 100.00% | 100.00% |
01.09.2017 | 1.64% | 0.60 | 0.61 | 150'000 | 150'000 | 150'000 | 150'004 | 90'994 | 92'497 | 99.89% | 99.89% |