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 | 55.60% | 0.02 | 0.03 | 250'000 | 250'000 | 250'000 | 250'000 | 3'550 | 6'050 | 77.86% | 100.00% |
15.09.2016 | 65.70% | 0.01 | 0.02 | 250'000 | 250'000 | 250'000 | 250'000 | 2'590 | 5'090 | 5.41% | 100.00% |
14.09.2016 | 41.57% | 0.02 | 0.03 | 250'000 | 250'000 | 250'000 | 250'000 | 4'853 | 7'353 | 100.00% | 100.00% |
13.09.2016 | 29.53% | 0.02 | 0.03 | 250'000 | 250'000 | 250'000 | 250'000 | 7'465 | 9'965 | 100.00% | 100.00% |
12.09.2016 | 26.89% | 0.03 | 0.04 | 250'000 | 250'000 | 250'000 | 250'000 | 8'161 | 10'661 | 94.23% | 94.23% |
09.09.2016 | 9.56% | 0.09 | 0.10 | 250'000 | 250'000 | 250'000 | 250'000 | 25'123 | 27'623 | 100.00% | 100.00% |
08.09.2016 | 9.15% | 0.09 | 0.10 | 250'000 | 250'000 | 250'000 | 250'000 | 28'563 | 31'063 | 99.88% | 99.88% |
07.09.2016 | 5.09% | 0.21 | 0.22 | 250'000 | 250'000 | 250'000 | 250'000 | 48'166 | 50'666 | 99.99% | 99.99% |
06.09.2016 | 3.77% | 0.22 | 0.23 | 250'000 | 250'000 | 249'999 | 250'000 | 65'767 | 68'267 | 100.00% | 100.00% |