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 | 30.48% | 0.03 | 0.04 | 500'000 | 300'000 | 499'998 | 300'000 | 14'387 | 11'632 | 100.00% | 100.00% |
15.09.2016 | 64.34% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 5'436 | 6'262 | 80.57% | 99.34% |
14.09.2016 | 47.78% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 8'612 | 8'167 | 100.00% | 100.00% |
13.09.2016 | 26.36% | 0.02 | 0.03 | 500'000 | 300'000 | 500'000 | 300'000 | 17'185 | 13'311 | 99.93% | 99.93% |
12.09.2016 | 36.86% | 0.03 | 0.04 | 500'000 | 300'000 | 500'000 | 300'000 | 11'381 | 9'832 | 100.00% | 100.00% |
09.09.2016 | 18.03% | 0.04 | 0.05 | 500'000 | 300'000 | 500'000 | 300'000 | 25'613 | 18'368 | 98.41% | 98.41% |
08.09.2016 | 11.47% | 0.08 | 0.09 | 500'000 | 300'000 | 500'000 | 300'000 | 41'654 | 27'995 | 100.00% | 100.00% |
07.09.2016 | 12.51% | 0.08 | 0.09 | 500'000 | 300'000 | 500'000 | 300'000 | 37'652 | 25'591 | 100.00% | 100.00% |
06.09.2016 | 9.69% | 0.10 | 0.11 | 500'000 | 300'000 | 500'000 | 300'000 | 49'173 | 32'504 | 100.00% | 100.00% |