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 | - | - |
18.09.2015 | - | 0.01 | 0.04 | 250'000 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17.09.2015 | 39.55% | 0.10 | 0.14 | 200'000 | 200'000 | 181'282 | 181'282 | 14'831 | 22'082 | 99.46% | 99.46% |
16.09.2015 | 29.43% | 0.09 | 0.13 | 200'000 | 200'000 | 181'259 | 181'259 | 21'641 | 28'891 | 99.84% | 99.84% |
15.09.2015 | 24.74% | 0.15 | 0.19 | 200'000 | 200'000 | 209'654 | 209'654 | 22'850 | 29'294 | 98.61% | 98.61% |
14.09.2015 | 16.70% | 0.11 | 0.14 | 200'000 | 200'000 | 390'334 | 390'334 | 45'711 | 53'808 | 99.38% | 99.38% |
11.09.2015 | 10.62% | 0.17 | 0.19 | 400'000 | 400'000 | 400'000 | 400'000 | 71'955 | 79'955 | 98.78% | 98.78% |
10.09.2015 | 10.90% | 0.15 | 0.17 | 400'000 | 400'000 | 381'343 | 381'343 | 66'297 | 73'924 | 96.63% | 96.63% |
09.09.2015 | 10.70% | 0.19 | 0.21 | 350'000 | 350'000 | 368'162 | 368'162 | 65'649 | 73'012 | 96.76% | 96.76% |
08.09.2015 | 10.29% | 0.19 | 0.21 | 400'000 | 400'000 | 419'211 | 419'211 | 77'304 | 85'688 | 99.44% | 99.44% |