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 | 23.81% | 0.07 | 0.09 | 500'000 | 300'000 | 500'000 | 300'000 | 37'138 | 28'283 | 100.00% | 100.00% |
20.07.2017 | 27.16% | 0.07 | 0.09 | 500'000 | 300'000 | 500'000 | 300'000 | 31'904 | 25'021 | 100.00% | 100.00% |
19.07.2017 | 19.90% | 0.06 | 0.08 | 500'000 | 300'000 | 500'000 | 300'000 | 28'675 | 21'074 | 97.74% | 97.74% |
18.07.2017 | 20.14% | 0.04 | 0.05 | 500'000 | 300'000 | 500'000 | 300'000 | 38'544 | 28'237 | 100.00% | 100.00% |
17.07.2017 | 21.35% | 0.04 | 0.05 | 500'000 | 300'000 | 500'000 | 300'000 | 21'128 | 15'677 | 99.98% | 99.98% |
14.07.2017 | 22.33% | 0.03 | 0.04 | 500'000 | 300'000 | 500'000 | 300'000 | 20'161 | 15'097 | 99.91% | 99.91% |
13.07.2017 | 21.41% | 0.03 | 0.04 | 500'000 | 300'000 | 500'000 | 300'000 | 21'383 | 15'830 | 99.91% | 99.91% |
12.07.2017 | 24.79% | 0.05 | 0.06 | 500'000 | 300'000 | 500'000 | 300'000 | 18'511 | 14'107 | 100.00% | 100.00% |
11.07.2017 | 36.04% | 0.02 | 0.03 | 500'000 | 300'000 | 500'000 | 300'000 | 11'732 | 10'039 | 100.00% | 100.00% |