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 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 91.71% |
15.09.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 97.97% |
14.09.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 97.75% |
13.09.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 98.33% |
12.09.2016 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 20'000 | 26.89% | 96.24% |
09.09.2016 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 710'996 | 710'996 | 7'110 | 14'220 | 98.45% | 98.45% |
08.09.2016 | 40.43% | 0.02 | 0.03 | 925'000 | 925'000 | 408'458 | 408'458 | 7'962 | 12'047 | 96.21% | 96.21% |
07.09.2016 | 21.79% | 0.04 | 0.05 | 900'000 | 900'000 | 384'892 | 384'892 | 16'397 | 20'246 | 96.69% | 96.69% |
06.09.2016 | 28.44% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 454'018 | 454'018 | 13'826 | 18'367 | 96.56% | 96.56% |