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 | 9.09% | 0.21 | 0.23 | 240'000 | 100'000 | 240'009 | 100'000 | 50'395 | 23'019 | 100.00% | 100.00% |
15.09.2016 | 11.88% | 0.17 | 0.19 | 300'000 | 100'000 | 321'456 | 100'000 | 50'864 | 18'019 | 100.00% | 100.00% |
14.09.2016 | 11.56% | 0.13 | 0.15 | 390'000 | 100'000 | 320'294 | 100'000 | 50'895 | 18'014 | 100.00% | 100.00% |
13.09.2016 | 9.84% | 0.13 | 0.14 | 390'000 | 100'000 | 316'972 | 100'000 | 50'845 | 17'915 | 100.00% | 100.00% |
12.09.2016 | 8.43% | 0.15 | 0.16 | 340'000 | 100'000 | 436'615 | 100'000 | 49'799 | 12'617 | 100.00% | 100.00% |
09.09.2016 | 7.21% | 0.14 | 0.15 | 360'000 | 100'000 | 290'482 | 100'000 | 50'649 | 19'003 | 98.45% | 98.45% |
08.09.2016 | 7.72% | 0.23 | 0.25 | 220'000 | 100'000 | 204'503 | 100'000 | 50'964 | 27'004 | 100.00% | 100.00% |
07.09.2016 | 8.14% | 0.24 | 0.26 | 210'000 | 100'000 | 214'566 | 100'000 | 50'553 | 25'638 | 100.00% | 100.00% |
06.09.2016 | 6.63% | 0.24 | 0.26 | 210'000 | 100'000 | 216'752 | 100'000 | 50'498 | 24'936 | 100.00% | 100.00% |