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 | 66.61% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'022 | 20'022 | 99.55% | 100.00% |
15.09.2016 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 20'000 | 97.85% | 97.85% |
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 | 96.27% | 96.27% |
13.09.2016 | 66.67% | 0.01 | 0.02 | 800'000 | 800'000 | 486'535 | 486'535 | 4'865 | 9'731 | 98.69% | 98.69% |
12.09.2016 | 66.67% | 0.01 | 0.02 | 850'000 | 850'000 | 516'567 | 516'567 | 5'166 | 10'331 | 98.68% | 98.68% |
09.09.2016 | 66.52% | 0.01 | 0.02 | 325'000 | 325'000 | 207'346 | 207'346 | 2'083 | 4'156 | 97.86% | 97.96% |
08.09.2016 | 25.67% | 0.02 | 0.03 | 175'000 | 175'000 | 115'768 | 115'768 | 3'932 | 5'090 | 96.69% | 96.69% |
07.09.2016 | 28.36% | 0.04 | 0.05 | 200'000 | 200'000 | 121'033 | 121'033 | 3'927 | 5'137 | 98.32% | 98.32% |
06.09.2016 | 29.41% | 0.03 | 0.04 | 175'000 | 175'000 | 116'005 | 116'005 | 3'363 | 4'523 | 95.61% | 95.61% |