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 | - | - |
03.10.2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
30.09.2016 | - | 0.01 | 0.02 | 300'000 | 222'050 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
29.09.2016 | 3.18% | 0.18 | 0.19 | 50'000 | 50'000 | 297'706 | 224'612 | 94'480 | 73'590 | 96.82% | 96.82% |
28.09.2016 | 3.58% | 0.24 | 0.25 | 300'000 | 227'050 | 300'000 | 233'448 | 82'760 | 66'794 | 98.23% | 98.23% |
27.09.2016 | 9.28% | 0.12 | 0.14 | 50'000 | 50'000 | 296'629 | 288'296 | 35'623 | 37'501 | 91.66% | 91.66% |
26.09.2016 | 3.84% | 0.20 | 0.21 | 50'000 | 50'000 | 292'091 | 292'091 | 75'664 | 78'585 | 98.77% | 98.77% |
23.09.2016 | 2.12% | 0.45 | 0.46 | 300'000 | 300'000 | 300'000 | 300'000 | 140'006 | 143'006 | 98.41% | 98.41% |
22.09.2016 | 2.19% | 0.50 | 0.51 | 300'000 | 300'000 | 300'000 | 300'000 | 137'402 | 140'402 | 96.90% | 96.90% |
21.09.2016 | 3.28% | 0.24 | 0.25 | 300'000 | 300'000 | 300'000 | 300'000 | 90'812 | 93'812 | 100.00% | 100.00% |