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 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15.09.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.87% |
14.09.2016 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 20'000 | 1.87% | 99.36% |
13.09.2016 | 57.87% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 13'298 | 23'298 | 100.00% | 100.00% |
12.09.2016 | 44.13% | 0.02 | 0.03 | 475'000 | 475'000 | 475'000 | 475'000 | 8'827 | 13'577 | 99.78% | 99.78% |
09.09.2016 | 26.04% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 16'995 | 21'995 | 100.00% | 100.00% |
08.09.2016 | 28.88% | 0.03 | 0.04 | 725'000 | 725'000 | 725'000 | 725'000 | 21'569 | 28'819 | 99.61% | 99.61% |
07.09.2016 | 38.47% | 0.03 | 0.04 | 850'000 | 850'000 | 850'000 | 850'000 | 18'141 | 26'641 | 99.84% | 99.84% |
06.09.2016 | 58.18% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 13'182 | 23'182 | 78.48% | 78.48% |