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 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 85.22% |
15.09.2016 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 97.39% |
14.09.2016 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
13.09.2016 | 66.67% | 0.01 | 0.01 | 500'000 | 100'000 | 500'000 | 100'000 | 5'000 | 2'000 | 0.03% | 100.00% |
12.09.2016 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
09.09.2016 | 35.61% | 0.01 | 0.02 | 500'000 | 100'000 | 500'000 | 100'000 | 13'179 | 3'636 | 98.45% | 98.45% |
08.09.2016 | 13.75% | 0.06 | 0.07 | 500'000 | 100'000 | 500'000 | 100'000 | 34'858 | 7'972 | 100.00% | 100.00% |
07.09.2016 | 14.18% | 0.09 | 0.10 | 500'000 | 100'000 | 500'000 | 100'000 | 34'080 | 7'816 | 99.87% | 99.87% |
06.09.2016 | 13.75% | 0.05 | 0.06 | 500'000 | 100'000 | 500'000 | 100'000 | 34'354 | 7'871 | 99.98% | 99.98% |