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 | 74.96% | 0.03 | 0.05 | 100'000 | 100'000 | 100'000 | 100'000 | 1'839 | 3'839 | 100.00% | 100.00% |
15.09.2016 | 39.28% | 0.02 | 0.03 | 150'000 | 150'000 | 150'000 | 150'000 | 3'095 | 4'595 | 99.81% | 99.81% |
14.09.2016 | 25.73% | 0.03 | 0.04 | 150'000 | 150'000 | 150'000 | 150'000 | 5'199 | 6'699 | 100.00% | 100.00% |
13.09.2016 | 16.77% | 0.05 | 0.06 | 150'000 | 150'000 | 147'775 | 147'775 | 8'433 | 9'955 | 100.00% | 100.00% |
12.09.2016 | 14.69% | 0.07 | 0.08 | 150'000 | 150'000 | 150'000 | 150'000 | 9'571 | 11'071 | 100.00% | 100.00% |
09.09.2016 | 16.40% | 0.08 | 0.10 | 100'000 | 100'000 | 100'180 | 100'180 | 11'465 | 13'464 | 100.00% | 100.00% |
08.09.2016 | 12.41% | 0.17 | 0.19 | 100'000 | 100'000 | 100'000 | 100'000 | 15'132 | 17'132 | 99.79% | 99.79% |
07.09.2016 | 12.92% | 0.16 | 0.18 | 100'000 | 100'000 | 99'965 | 100'000 | 14'513 | 16'518 | 100.00% | 100.00% |
06.09.2016 | 11.51% | 0.14 | 0.16 | 100'000 | 100'000 | 100'000 | 100'000 | 16'478 | 18'478 | 100.00% | 100.00% |