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 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15.09.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 98.64% |
14.09.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 98.38% |
13.09.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 95.78% |
12.09.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.53% |
09.09.2016 | 66.53% | 0.01 | 0.02 | 475'000 | 475'000 | 475'000 | 475'000 | 4'775 | 9'525 | 79.01% | 99.62% |
08.09.2016 | 45.02% | 0.02 | 0.03 | 450'000 | 450'000 | 450'000 | 450'000 | 8'153 | 12'653 | 97.96% | 97.96% |
07.09.2016 | 39.96% | 0.02 | 0.03 | 400'000 | 400'000 | 400'000 | 400'000 | 8'013 | 12'013 | 99.53% | 99.53% |
06.09.2016 | 40.00% | 0.02 | 0.03 | 450'000 | 450'000 | 450'000 | 450'000 | 9'000 | 13'500 | 99.14% | 99.14% |