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 | 6.67% | 0.29 | 0.31 | 200'000 | 200'000 | 200'000 | 200'000 | 58'000 | 62'000 | 100.00% | 100.00% |
15.09.2016 | 7.22% | 0.28 | 0.30 | 200'000 | 200'000 | 200'000 | 200'000 | 53'439 | 57'439 | 100.00% | 100.00% |
14.09.2016 | 7.13% | 0.28 | 0.30 | 200'000 | 200'000 | 200'000 | 200'000 | 54'121 | 58'121 | 100.00% | 100.00% |
13.09.2016 | 7.43% | 0.25 | 0.27 | 200'000 | 200'000 | 200'000 | 200'000 | 51'856 | 55'856 | 100.00% | 100.00% |
12.09.2016 | 8.15% | 0.25 | 0.27 | 200'000 | 200'000 | 214'510 | 200'000 | 50'455 | 51'098 | 99.49% | 99.49% |
09.09.2016 | 7.28% | 0.26 | 0.28 | 200'000 | 200'000 | 200'000 | 200'000 | 52'943 | 56'943 | 98.36% | 98.36% |
08.09.2016 | 6.88% | 0.29 | 0.31 | 200'000 | 200'000 | 200'000 | 200'000 | 56'160 | 60'160 | 100.00% | 100.00% |
07.09.2016 | 7.33% | 0.27 | 0.29 | 200'000 | 200'000 | 200'000 | 200'000 | 52'613 | 56'613 | 100.00% | 100.00% |
06.09.2016 | 7.52% | 0.24 | 0.26 | 210'000 | 200'000 | 200'334 | 200'000 | 51'264 | 55'184 | 100.00% | 100.00% |