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 | - | - |
21.07.2017 | 9.29% | 0.10 | 0.11 | 210'000 | 210'000 | 210'000 | 210'000 | 21'604 | 23'704 | 100.00% | 100.00% |
20.07.2017 | 10.97% | 0.09 | 0.10 | 230'000 | 230'000 | 230'000 | 230'000 | 20'325 | 22'625 | 99.32% | 99.32% |
19.07.2017 | 12.64% | 0.08 | 0.09 | 310'000 | 310'000 | 310'000 | 310'000 | 23'369 | 26'469 | 99.79% | 99.79% |
18.07.2017 | 10.27% | 0.06 | 0.07 | 370'000 | 370'000 | 370'000 | 370'000 | 36'793 | 40'493 | 99.85% | 99.85% |
17.07.2017 | 15.10% | 0.06 | 0.07 | 400'000 | 400'000 | 400'000 | 400'000 | 24'647 | 28'647 | 100.00% | 100.00% |
14.07.2017 | 16.40% | 0.05 | 0.06 | 400'000 | 400'000 | 400'000 | 400'000 | 22'543 | 26'543 | 100.00% | 100.00% |
13.07.2017 | 15.60% | 0.05 | 0.06 | 330'000 | 330'000 | 330'000 | 330'000 | 19'844 | 23'144 | 99.39% | 99.39% |
12.07.2017 | 18.03% | 0.06 | 0.07 | 400'000 | 400'000 | 400'000 | 400'000 | 20'736 | 24'736 | 100.00% | 100.00% |
11.07.2017 | 22.04% | 0.04 | 0.05 | 400'000 | 400'000 | 400'000 | 400'000 | 16'185 | 20'185 | 99.87% | 99.87% |