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 | 22.70% | 0.08 | 0.11 | 500'000 | 50'000 | 499'940 | 50'000 | 45'162 | 5'665 | 100.00% | 100.00% |
15.09.2016 | 20.40% | 0.09 | 0.11 | 500'000 | 50'000 | 464'719 | 50'000 | 48'420 | 6'444 | 98.26% | 98.26% |
14.09.2016 | 13.81% | 0.14 | 0.16 | 360'000 | 50'000 | 326'794 | 50'000 | 50'991 | 8'989 | 99.84% | 99.84% |
13.09.2016 | 9.93% | 0.23 | 0.26 | 220'000 | 50'000 | 233'701 | 50'000 | 50'405 | 11'949 | 99.55% | 99.55% |
12.09.2016 | 13.49% | 0.18 | 0.20 | 280'000 | 50'000 | 331'945 | 50'000 | 50'783 | 8'830 | 100.00% | 100.00% |
09.09.2016 | 12.11% | 0.17 | 0.19 | 300'000 | 50'000 | 278'477 | 50'000 | 50'818 | 10'321 | 98.42% | 98.42% |
08.09.2016 | 11.83% | 0.19 | 0.21 | 270'000 | 50'000 | 274'717 | 50'000 | 50'856 | 10'449 | 100.00% | 100.00% |
07.09.2016 | 11.54% | 0.18 | 0.21 | 280'000 | 50'000 | 328'473 | 50'000 | 50'861 | 8'825 | 100.00% | 100.00% |
06.09.2016 | 12.36% | 0.16 | 0.19 | 320'000 | 50'000 | 321'540 | 50'000 | 51'154 | 9'018 | 100.00% | 100.00% |