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 | 66.67% | 0.01 | 0.02 | 125'000 | 125'000 | 125'000 | 125'000 | 1'250 | 2'500 | 100.00% | 100.00% |
15.09.2016 | 14.15% | 0.06 | 0.07 | 175'000 | 175'000 | 175'000 | 175'000 | 11'679 | 13'429 | 96.73% | 96.73% |
14.09.2016 | 16.65% | 0.05 | 0.06 | 150'000 | 150'000 | 150'000 | 150'000 | 8'336 | 9'836 | 98.56% | 98.56% |
13.09.2016 | 10.42% | 0.07 | 0.08 | 150'000 | 150'000 | 150'000 | 150'000 | 13'760 | 15'260 | 99.96% | 99.96% |
12.09.2016 | 12.96% | 0.09 | 0.10 | 125'000 | 125'000 | 124'999 | 125'000 | 9'091 | 10'341 | 99.09% | 99.09% |
09.09.2016 | 7.67% | 0.13 | 0.14 | 150'000 | 150'000 | 150'000 | 150'000 | 18'888 | 20'388 | 98.40% | 98.40% |
08.09.2016 | 13.78% | 0.07 | 0.08 | 200'000 | 200'000 | 200'000 | 200'000 | 13'588 | 15'588 | 95.67% | 95.67% |
07.09.2016 | 20.22% | 0.05 | 0.06 | 275'000 | 275'000 | 275'000 | 275'000 | 12'525 | 15'275 | 98.40% | 98.40% |
06.09.2016 | 15.95% | 0.04 | 0.05 | 200'000 | 200'000 | 200'000 | 200'000 | 11'804 | 13'804 | 99.03% | 99.03% |