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 | 66.67% | 0.01 | 0.02 | 825'000 | 825'000 | 825'000 | 825'000 | 8'250 | 16'500 | 0.19% | 100.00% |
15.09.2016 | 59.09% | 0.01 | 0.02 | 775'000 | 775'000 | 480'246 | 480'246 | 5'939 | 10'741 | 98.68% | 98.68% |
14.09.2016 | 31.44% | 0.02 | 0.03 | 450'000 | 450'000 | 273'362 | 273'362 | 7'188 | 9'922 | 98.56% | 98.56% |
13.09.2016 | 30.84% | 0.02 | 0.03 | 300'000 | 300'000 | 182'294 | 182'294 | 4'874 | 6'697 | 99.26% | 99.26% |
12.09.2016 | 35.78% | 0.04 | 0.05 | 375'000 | 375'000 | 236'724 | 236'724 | 5'769 | 8'136 | 97.88% | 97.88% |
09.09.2016 | 35.28% | 0.04 | 0.05 | 325'000 | 325'000 | 206'339 | 206'339 | 5'847 | 7'910 | 98.26% | 98.26% |
08.09.2016 | 40.01% | 0.02 | 0.03 | 425'000 | 425'000 | 267'820 | 267'820 | 5'358 | 8'036 | 98.88% | 98.88% |
07.09.2016 | 38.07% | 0.02 | 0.03 | 350'000 | 350'000 | 212'304 | 212'304 | 4'660 | 6'783 | 99.04% | 99.04% |
06.09.2016 | 19.34% | 0.03 | 0.04 | 250'000 | 250'000 | 151'884 | 151'884 | 7'021 | 8'540 | 98.18% | 98.18% |