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 | - | - |
14.09.2016 | 0.74% | 109.65 | 110.47 | 250'000 | 250'000 | 250'000 | 250'000 | 276'304 | 278'354 | 100.00% | 100.00% |
13.09.2016 | 0.74% | 110.42 | 111.24 | 250'000 | 250'000 | 250'000 | 250'000 | 276'678 | 278'728 | 100.00% | 100.00% |
12.09.2016 | 0.70% | 110.06 | 110.88 | 250'000 | 249'000 | 250'000 | 42'080 | 273'489 | 46'653 | 95.69% | 97.38% |
09.09.2016 | 0.73% | 111.07 | 111.89 | 238'000 | 1'000 | 249'657 | 1'000 | 278'082 | 1'122 | 100.00% | 100.00% |
08.09.2016 | 0.74% | 111.14 | 111.96 | 250'000 | 1'000 | 250'000 | 1'000 | 277'322 | 1'117 | 100.00% | 100.00% |
07.09.2016 | 0.74% | 110.82 | 111.64 | 250'000 | 1'000 | 250'000 | 1'000 | 276'802 | 1'115 | 100.00% | 100.00% |
06.09.2016 | 0.74% | 110.67 | 111.49 | 185'000 | 1'000 | 214'456 | 1'000 | 237'924 | 1'118 | 98.92% | 99.50% |
02.09.2016 | 0.69% | 108.23 | 108.98 | 250'000 | 250'000 | 250'000 | 250'000 | 268'897 | 270'772 | 100.00% | 100.00% |
01.09.2016 | 0.70% | 106.61 | 107.36 | 240'000 | 250'000 | 248'183 | 250'000 | 266'351 | 270'173 | 98.98% | 98.98% |