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 | 10.84% | 0.18 | 0.20 | 280'000 | 50'000 | 290'728 | 50'000 | 50'722 | 9'732 | 100.00% | 100.00% |
15.09.2016 | 10.99% | 0.17 | 0.19 | 300'000 | 50'000 | 295'750 | 50'000 | 50'841 | 9'606 | 100.00% | 100.00% |
14.09.2016 | 11.19% | 0.16 | 0.18 | 320'000 | 50'000 | 302'202 | 50'000 | 50'969 | 9'445 | 98.28% | 98.28% |
13.09.2016 | 11.16% | 0.17 | 0.19 | 300'000 | 50'000 | 301'588 | 50'000 | 51'013 | 9'460 | 99.71% | 99.71% |
12.09.2016 | 11.59% | 0.16 | 0.18 | 320'000 | 50'000 | 314'551 | 50'000 | 51'143 | 9'136 | 100.00% | 100.00% |
09.09.2016 | 11.11% | 0.17 | 0.19 | 300'000 | 50'000 | 300'000 | 50'000 | 51'000 | 9'500 | 98.45% | 98.45% |
08.09.2016 | 11.11% | 0.17 | 0.19 | 300'000 | 50'000 | 300'000 | 50'000 | 51'000 | 9'500 | 100.00% | 100.00% |
07.09.2016 | 11.11% | 0.17 | 0.19 | 300'000 | 50'000 | 300'000 | 50'000 | 51'000 | 9'500 | 100.00% | 100.00% |
06.09.2016 | 11.96% | 0.17 | 0.19 | 300'000 | 50'000 | 324'696 | 50'000 | 51'033 | 8'883 | 100.00% | 100.00% |