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 | 119.89% | 0.01 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'021 | 40'000 | 99.55% | 100.00% |
15.09.2016 | 120.00% | 0.01 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 40'000 | 99.60% | 99.60% |
14.09.2016 | 120.00% | 0.01 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 40'000 | 99.18% | 99.18% |
13.09.2016 | 112.53% | 0.01 | 0.04 | 675'000 | 675'000 | 675'000 | 675'000 | 7'696 | 27'000 | 99.94% | 99.94% |
12.09.2016 | 81.70% | 0.02 | 0.04 | 300'000 | 300'000 | 300'000 | 300'000 | 5'155 | 12'000 | 99.59% | 99.59% |
09.09.2016 | 36.59% | 0.02 | 0.04 | 150'000 | 150'000 | 150'000 | 150'000 | 4'203 | 6'023 | 99.23% | 99.23% |
08.09.2016 | 16.71% | 0.05 | 0.06 | 125'000 | 125'000 | 125'000 | 125'000 | 7'002 | 8'252 | 98.76% | 98.76% |
07.09.2016 | 16.00% | 0.07 | 0.08 | 175'000 | 175'000 | 175'000 | 175'000 | 10'206 | 11'956 | 99.52% | 99.52% |
06.09.2016 | 15.34% | 0.05 | 0.06 | 150'000 | 150'000 | 150'000 | 150'000 | 9'125 | 10'625 | 97.17% | 97.17% |