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 | 0.40% | 99.80 | 100.20 | 500'000 | 100'000 | 500'000 | 100'000 | 499'000 | 100'200 | 95.72% | 95.72% |
17.09.2015 | 0.40% | 99.80 | 100.20 | 500'000 | 100'000 | 500'000 | 100'000 | 499'000 | 100'200 | 98.86% | 98.86% |
16.09.2015 | 0.40% | 99.90 | 100.30 | 500'000 | 100'000 | 500'000 | 100'000 | 499'500 | 100'300 | 98.78% | 98.78% |
15.09.2015 | 0.40% | 99.90 | 100.30 | 500'000 | 100'000 | 500'000 | 100'000 | 499'500 | 100'300 | 98.51% | 98.51% |
14.09.2015 | 0.40% | 99.90 | 100.30 | 500'000 | 100'000 | 500'000 | 100'000 | 499'500 | 100'300 | 99.44% | 99.44% |
11.09.2015 | 0.40% | 100.00 | 100.40 | 500'000 | 100'000 | 500'000 | 100'000 | 500'000 | 100'400 | 98.07% | 98.07% |
10.09.2015 | 0.40% | 100.00 | 100.40 | 500'000 | 100'000 | 500'000 | 100'000 | 500'000 | 100'400 | 97.91% | 97.91% |
09.09.2015 | 0.40% | 100.10 | 100.50 | 500'000 | 100'000 | 500'000 | 100'000 | 500'500 | 100'500 | 96.03% | 96.03% |
08.09.2015 | 0.40% | 100.10 | 100.50 | 500'000 | 100'000 | 498'768 | 99'754 | 499'267 | 100'252 | 99.09% | 99.09% |