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 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15.09.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.08% |
14.09.2016 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 20'000 | 89.24% | 99.68% |
13.09.2016 | 49.96% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 16'322 | 26'322 | 99.99% | 99.99% |
12.09.2016 | 41.05% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 19'814 | 29'814 | 98.28% | 98.28% |
09.09.2016 | 9.17% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 107'256 | 117'256 | 95.35% | 95.35% |
08.09.2016 | 4.63% | 0.18 | 0.19 | 875'000 | 875'000 | 875'000 | 875'000 | 201'514 | 210'264 | 90.19% | 90.19% |
07.09.2016 | 3.76% | 0.30 | 0.31 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 263'749 | 273'749 | 95.37% | 95.37% |
06.09.2016 | 4.27% | 0.22 | 0.23 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 230'141 | 240'141 | 94.23% | 94.23% |