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 | - | - |
17.09.2015 | 0.77% | 1.32 | 1.33 | 1'000'000 | 100'000 | 1'000'000 | 981'803 | 1'307'210 | 1'292'780 | 98.50% | 98.50% |
16.09.2015 | 0.77% | 1.30 | 1.31 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'306'370 | 1'316'470 | 99.82% | 99.82% |
15.09.2015 | 0.95% | 1.20 | 1.21 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'061'760 | 1'071'860 | 99.59% | 99.59% |
14.09.2015 | 0.89% | 1.03 | 1.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'135'020 | 1'145'180 | 99.30% | 99.30% |
11.09.2015 | 0.86% | 1.19 | 1.20 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'159'640 | 1'169'680 | 99.49% | 99.49% |
10.09.2015 | 0.80% | 1.21 | 1.22 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'285'380 | 1'295'620 | 97.73% | 97.73% |
09.09.2015 | 0.69% | 1.38 | 1.39 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'465'520 | 1'475'600 | 99.13% | 99.13% |
08.09.2015 | 0.79% | 1.19 | 1.20 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'270'450 | 1'280'570 | 99.63% | 99.63% |
07.09.2015 | 0.92% | 1.11 | 1.12 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'087'150 | 1'097'150 | 99.66% | 99.66% |