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 | - | - | 0.01 | 0 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 76.61% |
15.09.2016 | - | - | 0.01 | 0 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 94.34% |
14.09.2016 | 66.67% | 0.01 | 0.01 | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 | 1'000 | 2.73% | 100.00% |
13.09.2016 | 39.29% | 0.03 | 0.05 | 500'000 | 50'000 | 500'000 | 50'000 | 12'381 | 1'824 | 99.54% | 99.54% |
12.09.2016 | 71.53% | 0.01 | 0.02 | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 | 1'073 | 87.28% | 100.00% |
09.09.2016 | 57.44% | 0.01 | 0.02 | 500'000 | 50'000 | 500'000 | 50'000 | 8'328 | 1'461 | 98.42% | 98.42% |
08.09.2016 | 55.08% | 0.02 | 0.03 | 500'000 | 50'000 | 500'000 | 50'000 | 9'194 | 1'604 | 100.00% | 100.00% |
07.09.2016 | 65.02% | 0.02 | 0.03 | 500'000 | 50'000 | 500'000 | 50'000 | 7'088 | 1'351 | 100.00% | 100.00% |
06.09.2016 | 92.26% | 0.01 | 0.03 | 500'000 | 50'000 | 438'246 | 50'000 | 4'644 | 1'436 | 100.00% | 100.00% |