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 | 11.25% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 111'794 | 124'480 | 97.44% | 97.44% |
17.09.2015 | 5.99% | 0.17 | 0.18 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 182'140 | 193'302 | 99.84% | 99.84% |
16.09.2015 | 6.86% | 0.17 | 0.18 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 159'913 | 171'226 | 99.64% | 99.64% |
15.09.2015 | 8.20% | 0.13 | 0.14 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 117'787 | 127'792 | 99.68% | 99.68% |
14.09.2015 | 6.68% | 0.11 | 0.12 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 149'805 | 159'980 | 99.65% | 99.65% |
11.09.2015 | 6.64% | 0.17 | 0.18 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 146'688 | 156'700 | 99.78% | 99.78% |
10.09.2015 | 4.62% | 0.20 | 0.21 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 226'655 | 237'367 | 99.38% | 99.38% |
09.09.2015 | 4.34% | 0.25 | 0.26 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 273'723 | 285'800 | 99.22% | 99.22% |
08.09.2015 | 4.33% | 0.19 | 0.20 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 227'702 | 237'711 | 99.88% | 99.88% |