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 | 5.56% | 0.39 | 0.41 | 130'000 | 100'000 | 130'440 | 100'000 | 51'407 | 41'680 | 100.00% | 100.00% |
17.08.2017 | 4.73% | 0.46 | 0.49 | 110'000 | 100'000 | 110'191 | 100'000 | 51'446 | 48'951 | 100.00% | 100.00% |
14.08.2017 | 8.08% | 0.30 | 0.32 | 170'000 | 100'000 | 193'558 | 100'000 | 51'238 | 28'774 | 100.00% | 100.00% |
11.08.2017 | 8.79% | 0.25 | 0.27 | 200'000 | 100'000 | 226'239 | 100'000 | 50'472 | 24'494 | 100.00% | 100.00% |
10.08.2017 | 7.49% | 0.27 | 0.29 | 190'000 | 100'000 | 180'253 | 99'984 | 51'659 | 30'925 | 100.00% | 100.00% |
09.08.2017 | 6.77% | 0.31 | 0.33 | 170'000 | 100'000 | 164'514 | 100'000 | 51'722 | 33'674 | 100.00% | 100.00% |
08.08.2017 | 6.07% | 0.34 | 0.36 | 150'000 | 100'000 | 147'089 | 100'000 | 51'577 | 37'304 | 100.00% | 100.00% |
07.08.2017 | 5.59% | 0.36 | 0.38 | 140'000 | 100'000 | 135'835 | 100'000 | 51'699 | 40'319 | 100.00% | 100.00% |
04.08.2017 | 5.40% | 0.37 | 0.39 | 140'000 | 100'000 | 134'165 | 100'000 | 52'115 | 41'036 | 100.00% | 100.00% |