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 | 1.53% | 0.64 | 0.65 | 325'000 | 325'000 | 325'000 | 325'000 | 210'823 | 214'073 | 99.88% | 99.88% |
15.09.2016 | 1.60% | 0.66 | 0.67 | 325'000 | 325'000 | 325'000 | 325'000 | 201'941 | 205'191 | 99.51% | 99.51% |
14.09.2016 | 1.54% | 0.62 | 0.63 | 325'000 | 325'000 | 325'000 | 325'000 | 208'923 | 212'173 | 97.59% | 97.59% |
13.09.2016 | 1.45% | 0.65 | 0.66 | 325'000 | 325'000 | 325'000 | 325'000 | 222'880 | 226'130 | 100.00% | 100.00% |
12.09.2016 | 1.42% | 0.71 | 0.72 | 325'000 | 325'000 | 325'000 | 325'000 | 227'175 | 230'425 | 99.76% | 99.76% |
09.09.2016 | 1.24% | 0.77 | 0.78 | 325'000 | 325'000 | 325'000 | 325'000 | 260'820 | 264'070 | 99.90% | 99.90% |
08.09.2016 | 1.14% | 0.88 | 0.89 | 325'000 | 325'000 | 325'000 | 325'000 | 284'083 | 287'333 | 99.16% | 99.16% |
07.09.2016 | 1.11% | 0.85 | 0.86 | 325'000 | 325'000 | 325'000 | 325'000 | 291'007 | 294'257 | 99.99% | 99.99% |
06.09.2016 | 1.15% | 0.90 | 0.91 | 325'000 | 325'000 | 325'000 | 325'000 | 282'116 | 285'366 | 97.67% | 97.67% |