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 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15.09.2016 | 66.67% | 0.01 | 0.01 | 100'000 | 100'000 | 104'100 | 104'100 | 1'041 | 2'082 | 18.89% | 100.00% |
14.09.2016 | 47.23% | 0.01 | 0.02 | 100'000 | 100'000 | 239'585 | 239'585 | 4'514 | 6'910 | 100.00% | 100.00% |
13.09.2016 | 15.25% | 0.05 | 0.06 | 150'000 | 150'000 | 150'000 | 150'000 | 9'215 | 10'715 | 100.00% | 100.00% |
12.09.2016 | 22.53% | 0.05 | 0.06 | 150'000 | 150'000 | 197'481 | 197'481 | 7'861 | 9'836 | 96.28% | 96.28% |
09.09.2016 | 12.66% | 0.06 | 0.07 | 150'000 | 150'000 | 150'010 | 150'010 | 11'333 | 12'833 | 100.00% | 100.00% |
08.09.2016 | 9.16% | 0.10 | 0.11 | 150'000 | 150'000 | 150'000 | 150'000 | 15'944 | 17'444 | 99.42% | 99.42% |
07.09.2016 | 8.33% | 0.13 | 0.14 | 150'000 | 150'000 | 150'000 | 150'000 | 17'308 | 18'808 | 100.00% | 100.00% |
06.09.2016 | 7.92% | 0.12 | 0.13 | 150'000 | 150'000 | 150'000 | 150'000 | 18'225 | 19'725 | 100.00% | 100.00% |