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 | 42.97% | 0.02 | 0.03 | 1'000'000 | 100'000 | 999'506 | 980'474 | 19'981 | 29'396 | 91.33% | 98.58% |
16.09.2015 | 23.96% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 999'922 | 999'866 | 37'590 | 47'586 | 99.97% | 99.97% |
15.09.2015 | 43.62% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 999'915 | 999'972 | 18'981 | 28'983 | 99.97% | 99.97% |
14.09.2015 | 25.36% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 999'781 | 999'825 | 38'009 | 48'015 | 99.86% | 99.91% |
11.09.2015 | 14.14% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 999'936 | 999'705 | 66'410 | 76'391 | 99.76% | 99.76% |
10.09.2015 | 8.73% | 0.09 | 0.10 | 1'000'000 | 1'000'000 | 999'795 | 999'706 | 111'078 | 121'071 | 98.58% | 98.58% |
09.09.2015 | 5.78% | 0.14 | 0.15 | 1'000'000 | 1'000'000 | 999'536 | 999'874 | 169'645 | 179'707 | 99.26% | 99.26% |
08.09.2015 | 8.03% | 0.09 | 0.10 | 1'000'000 | 1'000'000 | 999'864 | 999'883 | 121'483 | 131'487 | 99.96% | 99.96% |
07.09.2015 | 10.32% | 0.10 | 0.11 | 1'000'000 | 1'000'000 | 999'879 | 999'920 | 92'221 | 102'226 | 99.96% | 99.96% |