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 | - | - |
15.09.2016 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 92.15% |
14.09.2016 | 62.79% | 0.01 | 0.02 | 500'000 | 500'000 | 499'997 | 500'000 | 5'726 | 10'726 | 14.28% | 94.51% |
13.09.2016 | 60.29% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 6'196 | 11'196 | 100.00% | 100.00% |
12.09.2016 | 21.59% | 0.03 | 0.04 | 500'000 | 500'000 | 499'837 | 499'880 | 21'626 | 26'655 | 98.47% | 98.47% |
09.09.2016 | 66.67% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 5'000 | 10'000 | 8.55% | 100.00% |
08.09.2016 | 66.67% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 5'000 | 10'000 | 13.03% | 99.86% |
07.09.2016 | 47.27% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 8'638 | 13'638 | 100.00% | 100.00% |
06.09.2016 | 62.30% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 5'818 | 10'818 | 100.00% | 100.00% |
02.09.2016 | 18.96% | 0.03 | 0.04 | 500'000 | 500'000 | 499'994 | 499'985 | 25'141 | 30'141 | 99.53% | 99.53% |