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 | 66.67% | 0.01 | 0.02 | 400'000 | 400'000 | 400'000 | 400'000 | 4'000 | 8'000 | 23.90% | 100.00% |
20.07.2017 | 66.67% | 0.01 | 0.02 | 400'000 | 400'000 | 399'998 | 400'000 | 4'000 | 8'000 | 35.87% | 93.87% |
19.07.2017 | 56.57% | 0.01 | 0.02 | 400'000 | 400'000 | 400'000 | 400'000 | 5'515 | 9'515 | 99.80% | 99.80% |
18.07.2017 | 34.92% | 0.01 | 0.02 | 400'000 | 400'000 | 400'000 | 400'000 | 10'258 | 14'258 | 99.85% | 99.85% |
17.07.2017 | 38.39% | 0.02 | 0.03 | 400'000 | 400'000 | 400'000 | 400'000 | 8'564 | 12'564 | 100.00% | 100.00% |
14.07.2017 | 40.00% | 0.02 | 0.03 | 400'000 | 400'000 | 400'000 | 400'000 | 8'000 | 12'000 | 100.00% | 100.00% |
13.07.2017 | 36.82% | 0.02 | 0.03 | 400'000 | 400'000 | 400'000 | 400'000 | 9'115 | 13'115 | 99.40% | 99.40% |
12.07.2017 | 44.26% | 0.02 | 0.03 | 400'000 | 400'000 | 400'000 | 400'000 | 7'631 | 11'631 | 100.00% | 100.00% |
11.07.2017 | 64.84% | 0.01 | 0.02 | 400'000 | 400'000 | 400'000 | 400'000 | 4'274 | 8'274 | 99.87% | 99.87% |