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 | 5.98% | 0.15 | 0.16 | 125'000 | 125'000 | 125'000 | 125'000 | 20'341 | 21'591 | 97.27% | 97.27% |
15.09.2016 | 3.77% | 0.26 | 0.27 | 125'000 | 125'000 | 125'000 | 125'000 | 32'544 | 33'794 | 98.80% | 98.80% |
14.09.2016 | 4.28% | 0.22 | 0.23 | 125'000 | 125'000 | 125'000 | 125'000 | 28'652 | 29'902 | 97.67% | 97.67% |
13.09.2016 | 3.60% | 0.25 | 0.26 | 125'000 | 125'000 | 125'000 | 125'000 | 34'105 | 35'355 | 99.74% | 99.74% |
12.09.2016 | 4.09% | 0.27 | 0.28 | 125'000 | 125'000 | 125'000 | 125'000 | 29'994 | 31'244 | 99.40% | 99.40% |
09.09.2016 | 3.12% | 0.31 | 0.32 | 125'000 | 125'000 | 125'000 | 125'000 | 39'507 | 40'757 | 96.83% | 96.83% |
08.09.2016 | 4.04% | 0.26 | 0.27 | 125'000 | 125'000 | 125'000 | 125'000 | 30'348 | 31'598 | 96.68% | 96.68% |
07.09.2016 | 5.13% | 0.21 | 0.22 | 125'000 | 125'000 | 125'000 | 125'000 | 24'011 | 25'261 | 89.68% | 89.68% |
06.09.2016 | 4.58% | 0.18 | 0.19 | 125'000 | 125'000 | 125'000 | 125'000 | 26'832 | 28'082 | 97.20% | 97.20% |