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 | - | - |
17.08.2018 | 3.62% | 0.27 | 0.28 | 400'000 | 400'000 | 400'000 | 400'000 | 108'391 | 112'391 | 100.00% | 100.00% |
16.08.2018 | 3.79% | 0.27 | 0.28 | 410'000 | 410'000 | 410'000 | 410'000 | 106'308 | 110'408 | 99.64% | 99.64% |
15.08.2018 | 3.85% | 0.26 | 0.27 | 410'000 | 410'000 | 410'000 | 410'000 | 104'398 | 108'498 | 99.85% | 99.85% |
14.08.2018 | 3.77% | 0.25 | 0.26 | 410'000 | 410'000 | 410'000 | 410'000 | 106'958 | 111'058 | 99.90% | 99.90% |
13.08.2018 | 4.20% | 0.24 | 0.25 | 410'000 | 410'000 | 410'000 | 410'000 | 95'662 | 99'762 | 98.27% | 98.27% |
10.08.2018 | 3.75% | 0.24 | 0.25 | 410'000 | 410'000 | 410'000 | 410'000 | 107'283 | 111'383 | 99.96% | 99.96% |
09.08.2018 | 3.37% | 0.30 | 0.31 | 410'000 | 410'000 | 410'000 | 410'000 | 119'697 | 123'797 | 100.00% | 100.00% |
08.08.2018 | 3.24% | 0.30 | 0.31 | 410'000 | 410'000 | 410'000 | 410'000 | 124'379 | 128'479 | 100.00% | 100.00% |
07.08.2018 | 3.32% | 0.31 | 0.32 | 410'000 | 410'000 | 410'000 | 410'000 | 121'507 | 125'607 | 100.00% | 100.00% |