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 | 39.12% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 22'688 | 32'690 | 48.17% | 98.29% |
17.09.2015 | 13.93% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 69'418 | 79'424 | 99.98% | 99.98% |
16.09.2015 | 14.92% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 62'342 | 72'344 | 99.92% | 99.92% |
15.09.2015 | 20.97% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 43'272 | 53'272 | 99.94% | 99.94% |
14.09.2015 | 14.46% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 67'081 | 77'089 | 99.91% | 99.91% |
11.09.2015 | 13.35% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 70'645 | 80'645 | 99.94% | 99.94% |
10.09.2015 | 7.61% | 0.11 | 0.12 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 128'463 | 138'463 | 99.77% | 99.77% |
09.09.2015 | 5.90% | 0.14 | 0.15 | 1'000'000 | 1'000'000 | 999'926 | 1'000'000 | 166'000 | 176'014 | 99.48% | 99.48% |
08.09.2015 | 7.28% | 0.11 | 0.12 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 133'847 | 143'849 | 99.95% | 99.95% |