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 | 17.26% | 0.16 | 0.19 | 320'000 | 50'000 | 319'749 | 50'000 | 51'192 | 9'518 | 81.82% | 81.82% |
15.09.2016 | 16.83% | 0.16 | 0.19 | 320'000 | 50'000 | 308'532 | 50'000 | 51'057 | 9'807 | 95.32% | 95.32% |
14.09.2016 | 18.22% | 0.15 | 0.18 | 340'000 | 50'000 | 326'699 | 50'000 | 51'087 | 9'400 | 99.17% | 99.17% |
13.09.2016 | 16.49% | 0.17 | 0.20 | 300'000 | 50'000 | 291'590 | 50'000 | 50'838 | 10'297 | 100.00% | 100.00% |
12.09.2016 | 17.74% | 0.18 | 0.21 | 280'000 | 50'000 | 316'866 | 50'000 | 51'030 | 9'648 | 100.00% | 100.00% |
09.09.2016 | 14.80% | 0.18 | 0.21 | 280'000 | 50'000 | 266'047 | 50'000 | 50'671 | 11'069 | 98.36% | 98.36% |
08.09.2016 | 16.32% | 0.19 | 0.22 | 270'000 | 50'000 | 296'822 | 50'000 | 50'838 | 10'102 | 99.70% | 99.70% |
07.09.2016 | 16.11% | 0.16 | 0.19 | 320'000 | 50'000 | 297'708 | 50'000 | 50'959 | 10'077 | 91.77% | 91.77% |
06.09.2016 | 14.37% | 0.17 | 0.20 | 300'000 | 50'000 | 261'617 | 50'000 | 50'659 | 11'194 | 89.59% | 89.59% |