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 | - | 0.51 | - | 100'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.65% |
15.09.2016 | 6.83% | 0.50 | 0.52 | 100'000 | 15'000 | 180'640 | 9'101 | 51'110 | 3'278 | 98.26% | 98.26% |
14.09.2016 | 55.61% | 0.15 | 0.17 | 340'000 | 15'000 | 492'593 | 8'307 | 18'050 | 570 | 82.73% | 82.73% |
13.09.2016 | 90.82% | 0.02 | 0.05 | 500'000 | 15'000 | 500'000 | 12'160 | 9'923 | 608 | 28.83% | 96.23% |
12.09.2016 | - | - | 0.05 | 0 | 15'000 | 0 | 0 | 0 | 0 | 0.00% | 88.44% |
09.09.2016 | 133.33% | 0.01 | 0.05 | 500'000 | 15'000 | 500'000 | 20'967 | 5'000 | 1'048 | 92.31% | 100.00% |
08.09.2016 | 34.49% | 0.02 | 0.05 | 500'000 | 60'000 | 500'000 | 36'448 | 22'151 | 2'096 | 84.60% | 84.60% |
07.09.2016 | 12.73% | 0.06 | 0.07 | 500'000 | 60'000 | 500'000 | 36'496 | 37'273 | 3'008 | 99.99% | 99.99% |
06.09.2016 | 11.80% | 0.08 | 0.09 | 500'000 | 60'000 | 500'000 | 36'533 | 39'954 | 3'269 | 99.38% | 99.38% |