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 | 6.92% | 0.28 | 0.30 | 325'000 | 325'000 | 325'000 | 325'000 | 90'756 | 97'256 | 99.87% | 99.87% |
15.09.2016 | 7.72% | 0.27 | 0.29 | 325'000 | 325'000 | 325'000 | 325'000 | 81'120 | 87'620 | 99.49% | 99.49% |
14.09.2016 | 7.80% | 0.25 | 0.27 | 325'000 | 325'000 | 325'000 | 325'000 | 80'211 | 86'711 | 99.84% | 99.84% |
13.09.2016 | 6.62% | 0.26 | 0.28 | 325'000 | 325'000 | 325'000 | 325'000 | 95'088 | 101'588 | 99.97% | 99.97% |
12.09.2016 | 6.80% | 0.30 | 0.32 | 325'000 | 325'000 | 325'000 | 325'000 | 92'465 | 98'965 | 99.75% | 99.75% |
09.09.2016 | 5.33% | 0.33 | 0.35 | 325'000 | 325'000 | 325'000 | 325'000 | 119'041 | 125'541 | 99.90% | 99.90% |
08.09.2016 | 2.08% | 0.45 | 0.46 | 325'000 | 325'000 | 325'000 | 325'000 | 155'134 | 158'384 | 99.14% | 99.14% |
07.09.2016 | 2.25% | 0.44 | 0.45 | 325'000 | 325'000 | 325'000 | 325'000 | 143'212 | 146'462 | 100.00% | 100.00% |
06.09.2016 | 2.41% | 0.44 | 0.45 | 325'000 | 325'000 | 325'000 | 325'000 | 133'222 | 136'472 | 99.07% | 99.07% |