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 | 0.04 | 80'000 | 80'000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
29.09.2016 | 3.83% | 0.13 | 0.14 | 400'000 | 400'000 | 399'887 | 399'897 | 107'265 | 111'273 | 98.79% | 98.79% |
28.09.2016 | 3.57% | 0.26 | 0.27 | 400'000 | 400'000 | 399'988 | 400'000 | 111'013 | 115'017 | 98.83% | 98.83% |
27.09.2016 | 10.08% | 0.15 | 0.16 | 400'000 | 400'000 | 399'999 | 400'000 | 49'058 | 53'188 | 99.21% | 99.21% |
26.09.2016 | 5.36% | 0.18 | 0.19 | 400'000 | 400'000 | 399'937 | 399'984 | 73'555 | 77'566 | 99.19% | 99.19% |
23.09.2016 | 3.04% | 0.35 | 0.36 | 400'000 | 400'000 | 400'000 | 400'000 | 130'031 | 134'031 | 100.00% | 100.00% |
22.09.2016 | 2.47% | 0.44 | 0.45 | 400'000 | 400'000 | 400'000 | 400'000 | 161'746 | 165'746 | 99.72% | 99.72% |