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 | - | - |
19.08.2016 | 22.01% | 0.08 | 0.10 | 400'000 | 400'000 | 399'093 | 400'000 | 32'476 | 40'555 | 99.68% | 100.00% |
18.08.2016 | 19.17% | 0.10 | 0.12 | 400'000 | 400'000 | 399'886 | 400'000 | 37'826 | 45'837 | 100.00% | 100.00% |
17.08.2016 | 18.16% | 0.09 | 0.11 | 500'000 | 500'000 | 496'057 | 496'057 | 49'880 | 59'801 | 100.00% | 100.00% |
16.08.2016 | 7.55% | 0.13 | 0.14 | 500'000 | 500'000 | 499'930 | 499'944 | 63'872 | 68'874 | 100.00% | 100.00% |
15.08.2016 | 6.87% | 0.14 | 0.15 | 500'000 | 500'000 | 497'954 | 497'954 | 70'052 | 75'031 | 100.00% | 100.00% |
12.08.2016 | 7.05% | 0.13 | 0.14 | 500'000 | 500'000 | 499'942 | 500'000 | 68'528 | 73'537 | 100.00% | 100.00% |
11.08.2016 | 9.18% | 0.11 | 0.12 | 500'000 | 500'000 | 616'799 | 617'080 | 63'874 | 70'074 | 99.59% | 99.59% |
10.08.2016 | 9.19% | 0.11 | 0.12 | 500'000 | 500'000 | 727'029 | 726'491 | 75'525 | 82'736 | 100.00% | 100.00% |
09.08.2016 | 13.28% | 0.09 | 0.10 | 750'000 | 750'000 | 749'959 | 750'000 | 53'035 | 60'539 | 100.00% | 100.00% |