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 | - | - |
16.09.2016 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 97.21% |
15.09.2016 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 98.83% |
14.09.2016 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 98.55% |
13.09.2016 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
12.09.2016 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.79% |
09.09.2016 | 58.22% | 0.01 | 0.01 | 500'000 | 100'000 | 500'000 | 500'000 | 6'584 | 11'584 | 92.20% | 99.97% |
08.09.2016 | 21.83% | 0.04 | 0.05 | 500'000 | 500'000 | 435'379 | 435'379 | 18'118 | 22'472 | 99.46% | 99.46% |
07.09.2016 | 22.26% | 0.05 | 0.06 | 400'000 | 400'000 | 461'802 | 461'802 | 18'914 | 23'532 | 100.00% | 100.00% |
06.09.2016 | 22.21% | 0.03 | 0.04 | 500'000 | 500'000 | 488'942 | 488'995 | 19'822 | 24'715 | 100.00% | 100.00% |