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 | - | - | 0.04 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15.09.2016 | - | - | 0.04 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 97.31% |
14.09.2016 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 20'000 | 1.68% | 97.15% |
13.09.2016 | 66.20% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'176 | 20'176 | 18.04% | 97.71% |
12.09.2016 | 68.26% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 44'374 | 94'174 | 98.16% | 98.16% |
09.09.2016 | 89.11% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'163 | 33'926 | 32.66% | 97.68% |
08.09.2016 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 20'000 | 0.66% | 96.07% |
07.09.2016 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 20'000 | 3.49% | 98.62% |
06.09.2016 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 20'000 | 20.10% | 97.29% |