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 | - | - |
28.07.2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
27.07.2017 | 5.13% | 0.18 | 0.19 | 280'000 | 200'000 | 264'928 | 200'000 | 50'758 | 40'387 | 32.05% | 32.05% |
26.07.2017 | 5.49% | 0.21 | 0.22 | 240'000 | 200'000 | 242'975 | 200'000 | 50'306 | 43'792 | 100.00% | 100.00% |
25.07.2017 | 4.13% | 0.23 | 0.24 | 220'000 | 200'000 | 214'280 | 200'000 | 52'028 | 50'823 | 91.75% | 91.75% |
24.07.2017 | 3.08% | 0.31 | 0.32 | 200'000 | 200'000 | 200'000 | 200'000 | 65'140 | 67'171 | 100.00% | 100.00% |
21.07.2017 | 3.75% | 0.31 | 0.32 | 200'000 | 200'000 | 201'985 | 200'000 | 54'168 | 55'731 | 100.00% | 100.00% |
20.07.2017 | 4.37% | 0.28 | 0.29 | 200'000 | 200'000 | 200'333 | 200'000 | 53'084 | 55'363 | 100.00% | 100.00% |
19.07.2017 | 3.45% | 0.28 | 0.29 | 200'000 | 200'000 | 200'000 | 200'000 | 57'822 | 59'852 | 99.71% | 99.71% |
18.07.2017 | 4.09% | 0.31 | 0.32 | 200'000 | 200'000 | 200'000 | 200'000 | 56'435 | 58'779 | 100.00% | 100.00% |