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 | 0.48% | 2.12 | 2.13 | 500'000 | 500'000 | 500'000 | 500'000 | 1'048'700 | 1'053'700 | 92.79% | 92.79% |
15.09.2016 | 0.48% | 2.13 | 2.14 | 500'000 | 500'000 | 500'000 | 500'000 | 1'042'210 | 1'047'210 | 98.89% | 98.89% |
14.09.2016 | 0.46% | 2.10 | 2.11 | 500'000 | 500'000 | 500'000 | 500'000 | 1'089'080 | 1'094'080 | 99.65% | 99.65% |
13.09.2016 | 0.44% | 2.15 | 2.16 | 500'000 | 500'000 | 500'000 | 500'000 | 1'133'380 | 1'138'380 | 100.00% | 100.00% |
12.09.2016 | 0.48% | 2.18 | 2.19 | 500'000 | 500'000 | 500'000 | 500'000 | 1'047'500 | 1'052'500 | 97.82% | 97.82% |
09.09.2016 | 0.38% | 2.47 | 2.48 | 500'000 | 500'000 | 500'000 | 500'000 | 1'318'430 | 1'323'430 | 99.79% | 99.79% |
08.09.2016 | 0.36% | 2.77 | 2.78 | 500'000 | 500'000 | 500'000 | 500'000 | 1'406'560 | 1'411'560 | 95.84% | 95.84% |
07.09.2016 | 0.35% | 2.91 | 2.92 | 500'000 | 500'000 | 500'000 | 500'000 | 1'418'990 | 1'423'990 | 100.00% | 100.00% |
06.09.2016 | 0.36% | 2.76 | 2.77 | 500'000 | 500'000 | 499'998 | 500'000 | 1'399'240 | 1'404'240 | 97.49% | 97.49% |