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% | 99.61% |
14.09.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.80% |
13.09.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
12.09.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.53% |
09.09.2016 | 66.67% | 0.01 | 0.02 | 725'000 | 725'000 | 725'000 | 725'000 | 7'250 | 14'500 | 28.78% | 99.97% |
08.09.2016 | 43.39% | 0.02 | 0.03 | 400'000 | 400'000 | 400'000 | 400'000 | 7'904 | 11'904 | 97.35% | 97.35% |
07.09.2016 | 28.23% | 0.03 | 0.04 | 375'000 | 375'000 | 375'000 | 375'000 | 11'449 | 15'199 | 99.90% | 99.90% |
06.09.2016 | 25.48% | 0.03 | 0.04 | 350'000 | 350'000 | 350'000 | 350'000 | 12'203 | 15'703 | 99.19% | 99.19% |