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 | 3.50% | 0.58 | 0.60 | 325'000 | 325'000 | 325'000 | 325'000 | 182'749 | 189'249 | 99.89% | 99.89% |
15.09.2016 | 3.46% | 0.56 | 0.58 | 325'000 | 325'000 | 325'000 | 325'000 | 184'508 | 191'008 | 99.47% | 99.47% |
14.09.2016 | 3.36% | 0.55 | 0.57 | 325'000 | 325'000 | 325'000 | 325'000 | 190'078 | 196'578 | 99.84% | 99.84% |
13.09.2016 | 3.56% | 0.57 | 0.59 | 325'000 | 325'000 | 325'000 | 325'000 | 179'469 | 185'969 | 99.97% | 99.97% |
12.09.2016 | 3.45% | 0.57 | 0.59 | 325'000 | 325'000 | 325'000 | 325'000 | 185'371 | 191'871 | 99.81% | 99.81% |
09.09.2016 | 3.45% | 0.59 | 0.61 | 325'000 | 325'000 | 325'000 | 325'000 | 185'494 | 191'994 | 99.92% | 99.92% |
08.09.2016 | 1.96% | 0.52 | 0.53 | 325'000 | 325'000 | 325'000 | 325'000 | 164'513 | 167'763 | 99.05% | 99.05% |
07.09.2016 | 1.93% | 0.52 | 0.53 | 325'000 | 325'000 | 325'000 | 325'000 | 167'038 | 170'288 | 100.00% | 100.00% |
06.09.2016 | 1.63% | 0.55 | 0.56 | 325'000 | 325'000 | 325'000 | 325'000 | 197'479 | 200'729 | 98.98% | 98.98% |