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 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15.09.2016 | 66.67% | 0.01 | 0.02 | 200'000 | 200'000 | 200'000 | 200'000 | 2'000 | 4'000 | 99.80% | 99.80% |
14.09.2016 | 42.48% | 0.02 | 0.03 | 200'000 | 200'000 | 207'870 | 207'870 | 3'925 | 6'003 | 100.00% | 100.00% |
13.09.2016 | 53.57% | 0.01 | 0.02 | 250'000 | 250'000 | 247'549 | 247'549 | 3'679 | 6'154 | 100.00% | 100.00% |
12.09.2016 | 42.15% | 0.02 | 0.03 | 250'000 | 250'000 | 249'790 | 249'790 | 4'794 | 7'292 | 100.00% | 100.00% |
09.09.2016 | 66.67% | 0.01 | 0.02 | 250'000 | 250'000 | 249'970 | 249'970 | 2'500 | 4'999 | 24.94% | 100.00% |
08.09.2016 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.79% |
07.09.2016 | 66.67% | 0.01 | 0.01 | 250'000 | 100'000 | 249'476 | 249'476 | 2'495 | 4'990 | 0.84% | 100.00% |
06.09.2016 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |