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% | 97.61% |
14.09.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 92.17% |
13.09.2016 | 66.67% | 0.01 | 0.02 | 675'000 | 1'000'000 | 675'000 | 675'000 | 6'750 | 13'500 | 19.45% | 96.86% |
12.09.2016 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'926 | 1'000'000 | 9'999 | 20'000 | 0.16% | 94.14% |
09.09.2016 | 45.36% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 593'858 | 593'858 | 9'818 | 15'756 | 97.92% | 97.92% |
08.09.2016 | 21.73% | 0.03 | 0.04 | 800'000 | 800'000 | 428'535 | 428'535 | 17'028 | 21'313 | 96.32% | 96.32% |
07.09.2016 | 22.39% | 0.04 | 0.05 | 850'000 | 850'000 | 470'675 | 470'675 | 18'781 | 23'487 | 95.44% | 95.44% |
06.09.2016 | 19.65% | 0.05 | 0.06 | 700'000 | 700'000 | 379'519 | 379'519 | 18'112 | 21'907 | 96.72% | 96.72% |