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 | 6.57% | 0.15 | 0.16 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 147'688 | 157'688 | 99.86% | 99.86% |
17.09.2015 | 6.51% | 0.13 | 0.14 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 149'168 | 159'168 | 99.97% | 99.97% |
16.09.2015 | 5.44% | 0.19 | 0.20 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 179'349 | 189'349 | 99.91% | 99.91% |
15.09.2015 | 4.19% | 0.21 | 0.22 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 234'518 | 244'518 | 99.80% | 99.80% |
14.09.2015 | 3.61% | 0.29 | 0.30 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 272'573 | 282'573 | 99.83% | 99.83% |
11.09.2015 | 3.54% | 0.28 | 0.29 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 277'796 | 287'796 | 99.81% | 99.81% |
10.09.2015 | 3.86% | 0.26 | 0.27 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 254'739 | 264'739 | 99.56% | 99.56% |
09.09.2015 | 4.22% | 0.25 | 0.26 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 232'502 | 242'502 | 99.96% | 99.96% |
08.09.2015 | 3.28% | 0.32 | 0.33 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 299'991 | 309'991 | 99.93% | 99.93% |