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 | 35.40% | 0.07 | 0.10 | 500'000 | 50'000 | 500'000 | 50'000 | 34'944 | 4'994 | 100.00% | 100.00% |
15.09.2016 | 27.67% | 0.08 | 0.11 | 500'000 | 50'000 | 500'000 | 50'000 | 34'593 | 4'576 | 100.00% | 100.00% |
14.09.2016 | 24.19% | 0.05 | 0.07 | 500'000 | 50'000 | 500'000 | 50'000 | 36'876 | 4'688 | 100.00% | 100.00% |
13.09.2016 | 17.65% | 0.09 | 0.11 | 500'000 | 50'000 | 431'160 | 50'000 | 50'329 | 7'012 | 100.00% | 100.00% |
12.09.2016 | 24.51% | 0.10 | 0.12 | 500'000 | 50'000 | 499'116 | 50'000 | 37'156 | 4'725 | 100.00% | 100.00% |
09.09.2016 | 14.71% | 0.15 | 0.17 | 340'000 | 50'000 | 330'545 | 50'000 | 51'002 | 8'994 | 98.46% | 98.46% |
08.09.2016 | 13.44% | 0.15 | 0.17 | 340'000 | 50'000 | 302'374 | 50'000 | 50'895 | 9'699 | 100.00% | 100.00% |
07.09.2016 | 12.86% | 0.18 | 0.20 | 280'000 | 50'000 | 271'808 | 50'000 | 50'775 | 10'662 | 100.00% | 100.00% |
06.09.2016 | 11.16% | 0.17 | 0.19 | 300'000 | 50'000 | 256'991 | 50'000 | 50'788 | 11'173 | 100.00% | 100.00% |