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 | 2.41% | 0.41 | 0.42 | 75'000 | 75'000 | 75'000 | 75'000 | 30'750 | 31'500 | 100.00% | 100.00% |
15.09.2016 | 2.47% | 0.40 | 0.41 | 125'000 | 125'000 | 98'305 | 98'305 | 39'184 | 40'168 | 97.70% | 97.70% |
14.09.2016 | 2.35% | 0.42 | 0.43 | 125'000 | 125'000 | 98'142 | 98'142 | 41'236 | 42'217 | 98.90% | 98.90% |
13.09.2016 | 2.20% | 0.42 | 0.43 | 100'000 | 100'000 | 73'184 | 73'184 | 32'798 | 33'530 | 98.20% | 98.20% |
12.09.2016 | 2.51% | 0.44 | 0.45 | 125'000 | 125'000 | 97'717 | 97'717 | 38'607 | 39'584 | 94.69% | 94.69% |
09.09.2016 | 2.10% | 0.46 | 0.47 | 125'000 | 125'000 | 98'069 | 98'069 | 46'148 | 47'129 | 96.69% | 96.69% |
08.09.2016 | 2.12% | 0.49 | 0.50 | 125'000 | 125'000 | 98'423 | 98'423 | 46'107 | 47'091 | 97.68% | 97.68% |
07.09.2016 | 2.15% | 0.46 | 0.47 | 125'000 | 125'000 | 98'221 | 98'221 | 45'120 | 46'102 | 97.07% | 97.07% |
06.09.2016 | 2.13% | 0.47 | 0.48 | 125'000 | 125'000 | 98'519 | 98'519 | 45'591 | 46'576 | 96.44% | 96.44% |