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 | 27.24% | 0.06 | 0.08 | 500'000 | 300'000 | 500'000 | 300'000 | 35'221 | 27'733 | 98.40% | 98.40% |
15.09.2016 | 15.43% | 0.12 | 0.14 | 420'000 | 300'000 | 405'998 | 300'000 | 50'557 | 43'674 | 90.91% | 90.91% |
14.09.2016 | 17.43% | 0.11 | 0.13 | 460'000 | 300'000 | 456'441 | 300'000 | 50'485 | 39'607 | 100.00% | 100.00% |
13.09.2016 | 14.88% | 0.12 | 0.14 | 420'000 | 300'000 | 386'980 | 300'000 | 50'603 | 45'611 | 99.94% | 99.94% |
12.09.2016 | 16.75% | 0.13 | 0.15 | 390'000 | 300'000 | 446'315 | 300'000 | 50'562 | 40'300 | 99.30% | 99.30% |
09.09.2016 | 12.77% | 0.15 | 0.17 | 340'000 | 300'000 | 335'676 | 300'000 | 51'024 | 51'874 | 89.45% | 89.45% |
08.09.2016 | 16.72% | 0.12 | 0.14 | 420'000 | 300'000 | 437'526 | 300'000 | 50'488 | 41'001 | 100.00% | 100.00% |
07.09.2016 | 18.37% | 0.10 | 0.12 | 500'000 | 300'000 | 500'000 | 300'000 | 45'268 | 32'739 | 99.17% | 99.17% |
06.09.2016 | 18.01% | 0.08 | 0.09 | 500'000 | 300'000 | 483'979 | 300'000 | 49'091 | 36'573 | 100.00% | 100.00% |