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% | 85.45% |
15.09.2016 | 87.57% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 13'826 | 33'826 | 91.35% | 98.56% |
14.09.2016 | 45.90% | 0.04 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 34'943 | 54'943 | 99.20% | 99.20% |
13.09.2016 | 49.45% | 0.05 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 31'789 | 51'789 | 99.77% | 99.77% |
12.09.2016 | 18.85% | 0.07 | 0.09 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 99'533 | 119'533 | 98.03% | 98.03% |
09.09.2016 | 93.08% | 0.03 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 12'213 | 32'213 | 98.99% | 99.88% |
08.09.2016 | 94.67% | 0.01 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 11'601 | 31'601 | 96.52% | 96.52% |
07.09.2016 | 75.80% | 0.01 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 17'298 | 37'298 | 99.97% | 99.97% |
06.09.2016 | 71.10% | 0.02 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 18'678 | 38'678 | 97.68% | 97.68% |