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 | - | - | 0.03 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.90% |
15.09.2016 | - | - | 0.03 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.41% |
14.09.2016 | - | - | 0.03 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.42% |
13.09.2016 | 100.00% | 0.01 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 30'000 | 14.94% | 100.00% |
12.09.2016 | 100.00% | 0.01 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 30'000 | 29.36% | 100.00% |
09.09.2016 | 22.45% | 0.03 | 0.04 | 625'000 | 625'000 | 624'991 | 624'966 | 25'308 | 31'558 | 98.47% | 98.47% |
08.09.2016 | 9.03% | 0.09 | 0.10 | 450'000 | 450'000 | 450'000 | 449'216 | 48'566 | 52'964 | 96.18% | 96.18% |
07.09.2016 | 7.47% | 0.10 | 0.11 | 300'000 | 300'000 | 298'285 | 299'617 | 38'702 | 41'871 | 96.76% | 96.76% |
06.09.2016 | 12.68% | 0.10 | 0.11 | 975'000 | 975'000 | 974'999 | 975'000 | 72'943 | 82'694 | 95.35% | 95.35% |