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 | - | - |
15.09.2017 | 4.35% | 0.52 | 0.55 | 100'000 | 100'000 | 100'001 | 100'000 | 52'228 | 54'550 | 100.00% | 100.00% |
14.09.2017 | 3.88% | 0.54 | 0.56 | 100'000 | 100'000 | 100'000 | 100'000 | 55'340 | 57'530 | 99.95% | 99.95% |
13.09.2017 | 3.85% | 0.57 | 0.60 | 100'000 | 100'000 | 100'000 | 100'000 | 55'919 | 58'111 | 100.00% | 100.00% |
12.09.2017 | 4.03% | 0.54 | 0.56 | 100'000 | 100'000 | 100'000 | 100'000 | 52'893 | 55'069 | 100.00% | 100.00% |
08.09.2017 | 4.73% | 0.45 | 0.47 | 120'000 | 100'000 | 120'732 | 100'000 | 52'602 | 45'703 | 100.00% | 100.00% |
07.09.2017 | 5.40% | 0.42 | 0.44 | 120'000 | 100'000 | 133'399 | 100'000 | 51'403 | 40'731 | 99.76% | 99.76% |
05.09.2017 | 5.61% | 0.38 | 0.40 | 140'000 | 100'000 | 138'522 | 100'000 | 52'199 | 39'874 | 100.00% | 100.00% |
04.09.2017 | 5.92% | 0.36 | 0.38 | 140'000 | 100'000 | 143'864 | 100'000 | 51'232 | 37'801 | 100.00% | 100.00% |
01.09.2017 | 5.43% | 0.40 | 0.42 | 130'000 | 100'000 | 131'934 | 100'000 | 51'473 | 41'211 | 99.91% | 99.91% |