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 | 7.68% | 0.13 | 0.14 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 125'543 | 135'543 | 99.95% | 99.95% |
15.09.2016 | 14.21% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 999'927 | 1'000'000 | 66'394 | 76'398 | 100.00% | 100.00% |
14.09.2016 | 14.71% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 63'570 | 73'570 | 100.00% | 100.00% |
13.09.2016 | 26.90% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 33'397 | 43'397 | 100.00% | 100.00% |
12.09.2016 | 19.05% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 999'916 | 47'841 | 57'836 | 100.00% | 100.00% |
09.09.2016 | 39.29% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 20'619 | 30'619 | 100.00% | 100.00% |
08.09.2016 | 17.69% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 52'113 | 62'113 | 99.42% | 99.42% |
07.09.2016 | 15.49% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 60'889 | 70'889 | 99.97% | 99.97% |
06.09.2016 | 20.66% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 44'230 | 54'230 | 100.00% | 100.00% |