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 | - | - | 0.03 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15.09.2016 | - | - | 0.03 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.63% |
14.09.2016 | - | - | 0.03 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.42% |
13.09.2016 | - | - | 0.03 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.98% |
12.09.2016 | - | - | 0.03 | 0 | 775'000 | 0 | 0 | 0 | 0 | 0.00% | 99.81% |
09.09.2016 | 100.00% | 0.01 | 0.03 | 225'000 | 225'000 | 225'000 | 225'000 | 2'250 | 6'750 | 40.55% | 99.35% |
08.09.2016 | 50.03% | 0.01 | 0.03 | 100'000 | 100'000 | 100'000 | 100'000 | 2'472 | 3'764 | 99.09% | 99.09% |
07.09.2016 | 23.34% | 0.05 | 0.06 | 100'000 | 100'000 | 100'000 | 100'000 | 3'846 | 4'846 | 99.55% | 99.55% |
06.09.2016 | 19.47% | 0.05 | 0.06 | 100'000 | 100'000 | 100'000 | 100'000 | 4'723 | 5'723 | 98.60% | 98.60% |