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% | 99.50% |
14.09.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.32% |
13.09.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
12.09.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.44% |
09.09.2016 | - | 0.01 | 0.02 | 150'000 | 325'000 | 0 | 0 | 0 | 0 | 0.00% | 99.97% |
08.09.2016 | 66.67% | 0.01 | 0.02 | 300'000 | 300'000 | 300'000 | 300'000 | 3'000 | 6'000 | 78.84% | 99.45% |
07.09.2016 | 66.67% | 0.01 | 0.02 | 350'000 | 350'000 | 350'000 | 350'000 | 3'500 | 7'000 | 63.06% | 99.93% |
06.09.2016 | 58.96% | 0.01 | 0.02 | 250'000 | 250'000 | 250'000 | 250'000 | 3'223 | 5'723 | 99.13% | 99.22% |