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 | - | - |
18.08.2017 | 4.61% | 0.18 | 0.19 | 1'000'000 | 1'000'000 | 999'964 | 1'000'000 | 214'496 | 224'502 | 97.00% | 97.00% |
17.08.2017 | 19.38% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 999'975 | 999'997 | 49'345 | 59'347 | 98.98% | 98.98% |
16.08.2017 | 20.61% | 0.04 | 0.05 | 880'000 | 880'000 | 879'998 | 880'000 | 40'146 | 48'946 | 98.85% | 98.85% |
14.08.2017 | 4.73% | 0.16 | 0.17 | 610'000 | 610'000 | 610'000 | 609'996 | 127'779 | 133'878 | 99.78% | 99.78% |
11.08.2017 | 1.90% | 0.47 | 0.48 | 640'000 | 640'000 | 640'000 | 640'000 | 337'965 | 344'365 | 100.00% | 100.00% |
10.08.2017 | 2.56% | 0.49 | 0.50 | 870'000 | 870'000 | 870'000 | 870'000 | 344'733 | 353'433 | 98.76% | 98.76% |
09.08.2017 | 3.44% | 0.28 | 0.29 | 1'000'000 | 1'000'000 | 999'994 | 999'999 | 291'090 | 301'091 | 99.63% | 99.63% |
08.08.2017 | 5.84% | 0.12 | 0.13 | 1'000'000 | 1'000'000 | 999'986 | 1'000'000 | 170'655 | 180'657 | 98.27% | 98.27% |
07.08.2017 | 5.29% | 0.18 | 0.19 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 185'735 | 195'735 | 99.79% | 99.79% |