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 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15.09.2016 | 56.70% | 0.01 | 0.01 | 500'000 | 100'000 | 499'483 | 499'483 | 6'861 | 11'856 | 67.30% | 91.54% |
14.09.2016 | 17.26% | 0.03 | 0.04 | 400'000 | 400'000 | 363'710 | 363'800 | 19'640 | 23'283 | 100.00% | 100.00% |
13.09.2016 | 5.53% | 0.20 | 0.21 | 250'000 | 250'000 | 254'739 | 254'739 | 45'111 | 47'658 | 99.92% | 99.92% |
12.09.2016 | 8.56% | 0.14 | 0.15 | 300'000 | 300'000 | 358'933 | 358'750 | 40'095 | 43'664 | 100.00% | 100.00% |
09.09.2016 | 5.24% | 0.14 | 0.15 | 300'000 | 300'000 | 257'272 | 257'272 | 48'044 | 50'617 | 100.00% | 100.00% |
08.09.2016 | 4.40% | 0.21 | 0.22 | 250'000 | 250'000 | 250'000 | 250'000 | 55'714 | 58'214 | 99.73% | 99.73% |
07.09.2016 | 5.52% | 0.21 | 0.22 | 250'000 | 250'000 | 284'394 | 284'394 | 50'334 | 53'178 | 100.00% | 100.00% |
06.09.2016 | 5.05% | 0.20 | 0.21 | 250'000 | 250'000 | 286'793 | 286'793 | 55'278 | 58'146 | 100.00% | 100.00% |