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 | 1.19% | 0.82 | 0.83 | 325'000 | 325'000 | 325'000 | 325'000 | 270'656 | 273'906 | 99.88% | 99.88% |
15.09.2016 | 1.23% | 0.84 | 0.85 | 325'000 | 325'000 | 325'000 | 325'000 | 261'853 | 265'103 | 99.51% | 99.51% |
14.09.2016 | 1.20% | 0.81 | 0.82 | 325'000 | 325'000 | 325'000 | 325'000 | 269'174 | 272'424 | 97.59% | 97.59% |
13.09.2016 | 1.14% | 0.83 | 0.84 | 325'000 | 325'000 | 325'000 | 325'000 | 283'019 | 286'269 | 100.00% | 100.00% |
12.09.2016 | 1.12% | 0.90 | 0.91 | 325'000 | 325'000 | 325'000 | 325'000 | 287'515 | 290'765 | 99.74% | 99.74% |
09.09.2016 | 1.01% | 0.95 | 0.96 | 325'000 | 325'000 | 325'000 | 325'000 | 321'825 | 325'075 | 99.90% | 99.90% |
08.09.2016 | 0.94% | 1.06 | 1.07 | 325'000 | 325'000 | 325'000 | 325'000 | 345'170 | 348'420 | 99.16% | 99.16% |
07.09.2016 | 0.92% | 1.04 | 1.05 | 325'000 | 325'000 | 325'000 | 325'000 | 352'344 | 355'594 | 99.99% | 99.99% |
06.09.2016 | 0.94% | 1.09 | 1.10 | 325'000 | 325'000 | 325'000 | 325'000 | 343'732 | 346'982 | 97.67% | 97.67% |