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 | - | - |
19.08.2016 | 1.83% | 54.10 | 55.10 | 100'000 | 20'000 | 100'000 | 20'000 | 54'064 | 11'013 | 99.85% | 99.85% |
18.08.2016 | 2.15% | 55.10 | 56.10 | 100'000 | 20'000 | 100'000 | 20'000 | 55'103 | 11'260 | 97.40% | 97.40% |
17.08.2016 | 2.63% | 55.80 | 57.30 | 100'000 | 20'000 | 100'000 | 20'000 | 56'179 | 11'536 | 100.00% | 100.00% |
16.08.2016 | 2.53% | 57.90 | 59.40 | 100'000 | 20'000 | 100'000 | 20'000 | 58'444 | 11'989 | 99.87% | 99.87% |
15.08.2016 | 2.53% | 58.00 | 59.50 | 100'000 | 20'000 | 100'000 | 20'000 | 58'522 | 12'004 | 99.50% | 99.50% |
12.08.2016 | 2.58% | 57.20 | 58.70 | 100'000 | 20'000 | 100'000 | 20'000 | 57'437 | 11'787 | 99.34% | 99.34% |
11.08.2016 | 2.66% | 56.10 | 57.60 | 100'000 | 20'000 | 100'000 | 20'000 | 55'679 | 11'436 | 99.13% | 99.13% |
10.08.2016 | 2.62% | 56.10 | 57.60 | 100'000 | 20'000 | 100'000 | 20'000 | 56'592 | 11'618 | 96.98% | 96.98% |
09.08.2016 | 2.58% | 57.40 | 58.90 | 100'000 | 20'000 | 100'000 | 20'000 | 57'289 | 11'758 | 99.52% | 99.52% |