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 | 48.94% | 0.04 | 0.07 | 500'000 | 50'000 | 500'000 | 50'000 | 19'602 | 3'234 | 100.00% | 100.00% |
15.09.2016 | 44.98% | 0.04 | 0.07 | 500'000 | 50'000 | 500'000 | 50'000 | 18'801 | 2'998 | 100.00% | 100.00% |
14.09.2016 | 41.70% | 0.03 | 0.04 | 500'000 | 50'000 | 500'000 | 50'000 | 14'386 | 2'167 | 100.00% | 100.00% |
13.09.2016 | 30.70% | 0.03 | 0.04 | 500'000 | 50'000 | 500'000 | 50'000 | 18'679 | 2'529 | 100.00% | 100.00% |
12.09.2016 | 55.46% | 0.03 | 0.05 | 500'000 | 50'000 | 500'000 | 50'000 | 11'622 | 2'036 | 100.00% | 100.00% |
09.09.2016 | 35.38% | 0.03 | 0.05 | 500'000 | 50'000 | 500'000 | 50'000 | 18'335 | 2'613 | 98.43% | 98.43% |
08.09.2016 | 26.98% | 0.04 | 0.05 | 500'000 | 50'000 | 500'000 | 50'000 | 22'869 | 2'986 | 100.00% | 100.00% |
07.09.2016 | 33.77% | 0.05 | 0.06 | 500'000 | 50'000 | 500'000 | 50'000 | 21'452 | 3'003 | 100.00% | 100.00% |
06.09.2016 | 29.21% | 0.05 | 0.06 | 500'000 | 50'000 | 500'000 | 50'000 | 25'730 | 3'449 | 100.00% | 100.00% |