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 | - | - |
20.07.2018 | 1.44% | 0.73 | 0.74 | 510'000 | 510'000 | 510'000 | 510'000 | 351'394 | 356'494 | 100.00% | 100.00% |
19.07.2018 | 1.33% | 0.70 | 0.71 | 520'000 | 520'000 | 520'000 | 520'000 | 390'558 | 395'758 | 99.45% | 99.45% |
18.07.2018 | 1.15% | 0.87 | 0.88 | 540'000 | 540'000 | 540'000 | 540'000 | 468'011 | 473'411 | 99.87% | 99.87% |
17.07.2018 | 2.26% | 0.69 | 0.70 | 610'000 | 610'000 | 609'995 | 610'000 | 271'220 | 277'322 | 98.74% | 98.74% |
16.07.2018 | 2.25% | 0.47 | 0.48 | 660'000 | 660'000 | 659'999 | 660'000 | 291'953 | 298'553 | 99.64% | 99.64% |
13.07.2018 | 2.45% | 0.43 | 0.44 | 770'000 | 770'000 | 770'000 | 770'000 | 312'241 | 319'941 | 96.27% | 96.27% |
12.07.2018 | 3.15% | 0.33 | 0.34 | 920'000 | 920'000 | 920'000 | 920'000 | 289'555 | 298'755 | 98.46% | 98.46% |
11.07.2018 | 3.09% | 0.33 | 0.34 | 640'000 | 640'000 | 640'000 | 640'000 | 204'468 | 210'868 | 97.86% | 97.86% |
10.07.2018 | 1.87% | 0.55 | 0.56 | 720'000 | 720'000 | 720'000 | 720'000 | 385'724 | 392'924 | 99.45% | 99.45% |