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 | 30.28% | 0.07 | 0.08 | 125'000 | 125'000 | 125'000 | 125'000 | 5'140 | 6'390 | 91.13% | 99.79% |
15.09.2016 | 66.67% | 0.01 | 0.02 | 487'500 | 487'500 | 487'500 | 487'500 | 4'875 | 9'750 | 12.98% | 99.53% |
14.09.2016 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 99.84% |
13.09.2016 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 99.99% |
12.09.2016 | - | - | 0.02 | 0 | 350'000 | 0 | 0 | 0 | 0 | 0.00% | 99.59% |
09.09.2016 | 34.29% | 0.01 | 0.02 | 87'500 | 87'500 | 87'500 | 87'500 | 2'485 | 3'360 | 99.96% | 99.96% |
08.09.2016 | 15.06% | 0.05 | 0.06 | 87'500 | 87'500 | 87'500 | 87'500 | 5'394 | 6'269 | 99.47% | 99.47% |
07.09.2016 | 18.29% | 0.06 | 0.07 | 100'000 | 100'000 | 100'000 | 100'000 | 5'036 | 6'036 | 99.92% | 99.92% |
06.09.2016 | 16.31% | 0.06 | 0.07 | 62'500 | 62'500 | 62'500 | 62'500 | 3'587 | 4'212 | 99.22% | 99.22% |