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 | 23.71% | 0.08 | 0.10 | 500'000 | 50'000 | 500'000 | 50'000 | 37'318 | 4'732 | 100.00% | 100.00% |
15.09.2016 | 24.27% | 0.07 | 0.09 | 500'000 | 50'000 | 500'000 | 50'000 | 36'346 | 4'635 | 100.00% | 100.00% |
14.09.2016 | 24.86% | 0.07 | 0.09 | 500'000 | 50'000 | 500'000 | 50'000 | 35'340 | 4'534 | 98.28% | 98.28% |
13.09.2016 | 25.03% | 0.07 | 0.09 | 500'000 | 50'000 | 500'000 | 50'000 | 34'965 | 4'497 | 99.71% | 99.71% |
12.09.2016 | 25.11% | 0.07 | 0.09 | 500'000 | 50'000 | 500'000 | 50'000 | 34'839 | 4'484 | 100.00% | 100.00% |
09.09.2016 | 25.00% | 0.07 | 0.09 | 500'000 | 50'000 | 500'000 | 50'000 | 35'000 | 4'500 | 98.45% | 98.45% |
08.09.2016 | 25.00% | 0.07 | 0.09 | 500'000 | 50'000 | 500'000 | 50'000 | 35'000 | 4'500 | 100.00% | 100.00% |
07.09.2016 | 25.00% | 0.07 | 0.09 | 500'000 | 50'000 | 500'000 | 50'000 | 35'000 | 4'500 | 100.00% | 100.00% |
06.09.2016 | 26.99% | 0.07 | 0.09 | 500'000 | 50'000 | 500'000 | 50'000 | 32'221 | 4'222 | 100.00% | 100.00% |