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 | 10.99% | 0.19 | 0.21 | 270'000 | 100'000 | 263'215 | 100'000 | 50'878 | 21'620 | 96.97% | 96.97% |
17.08.2017 | 8.13% | 0.26 | 0.29 | 200'000 | 100'000 | 193'162 | 100'000 | 51'507 | 28'951 | 100.00% | 100.00% |
16.08.2017 | 9.05% | 0.24 | 0.26 | 210'000 | 100'000 | 213'125 | 100'000 | 50'314 | 25'930 | 99.84% | 99.84% |
15.08.2017 | 11.85% | 0.19 | 0.21 | 270'000 | 100'000 | 316'586 | 100'000 | 50'977 | 18'251 | 100.00% | 100.00% |
14.08.2017 | 11.67% | 0.12 | 0.13 | 420'000 | 100'000 | 491'236 | 100'000 | 46'410 | 10'660 | 100.00% | 100.00% |
11.08.2017 | 16.38% | 0.09 | 0.10 | 500'000 | 100'000 | 500'000 | 100'000 | 36'851 | 8'658 | 99.68% | 99.68% |
10.08.2017 | 9.98% | 0.11 | 0.12 | 460'000 | 100'000 | 428'457 | 99'982 | 50'407 | 13'057 | 100.00% | 100.00% |
09.08.2017 | 8.19% | 0.13 | 0.15 | 390'000 | 100'000 | 357'621 | 100'000 | 50'709 | 15'436 | 100.00% | 100.00% |
08.08.2017 | 7.12% | 0.16 | 0.18 | 320'000 | 100'000 | 294'080 | 100'000 | 50'820 | 18'637 | 100.00% | 100.00% |