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 | 33.47% | 0.05 | 0.07 | 500'000 | 50'000 | 500'000 | 50'000 | 24'354 | 3'412 | 100.00% | 100.00% |
14.09.2017 | 27.74% | 0.06 | 0.08 | 500'000 | 50'000 | 500'000 | 50'000 | 30'859 | 4'078 | 100.00% | 100.00% |
13.09.2017 | 19.24% | 0.07 | 0.09 | 500'000 | 50'000 | 500'000 | 50'000 | 28'823 | 3'509 | 100.00% | 100.00% |
12.09.2017 | 16.28% | 0.07 | 0.08 | 500'000 | 50'000 | 500'000 | 50'000 | 28'811 | 3'381 | 99.08% | 99.08% |
11.09.2017 | 22.91% | 0.04 | 0.05 | 500'000 | 50'000 | 500'000 | 50'000 | 19'456 | 2'446 | 100.00% | 100.00% |
08.09.2017 | 35.72% | 0.02 | 0.03 | 500'000 | 50'000 | 500'000 | 50'000 | 11'884 | 1'688 | 99.92% | 99.92% |
07.09.2017 | 57.71% | 0.02 | 0.03 | 500'000 | 50'000 | 500'000 | 50'000 | 6'713 | 1'171 | 100.00% | 100.00% |
06.09.2017 | 65.29% | 0.01 | 0.02 | 500'000 | 50'000 | 500'000 | 50'000 | 5'257 | 1'026 | 99.94% | 99.94% |
05.09.2017 | 66.67% | 0.01 | 0.02 | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 | 1'000 | 100.00% | 100.00% |