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 | 1.31% | 0.74 | 0.75 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 758'186 | 768'186 | 99.82% | 99.82% |
17.09.2015 | 1.25% | 0.81 | 0.82 | 1'000'000 | 1'000'000 | 999'992 | 1'000'000 | 795'589 | 805'595 | 99.90% | 99.90% |
16.09.2015 | 1.15% | 0.85 | 0.86 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 863'974 | 873'974 | 99.90% | 99.90% |
15.09.2015 | 1.20% | 0.89 | 0.90 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 828'933 | 838'933 | 99.86% | 99.86% |
14.09.2015 | 1.04% | 0.93 | 0.94 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 960'021 | 970'021 | 99.77% | 99.77% |
11.09.2015 | 0.99% | 1.02 | 1.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'008'320 | 1'018'320 | 99.81% | 99.81% |
10.09.2015 | 0.97% | 1.02 | 1.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'028'130 | 1'038'130 | 99.83% | 99.83% |
09.09.2015 | 0.90% | 1.09 | 1.10 | 500'000 | 500'000 | 500'000 | 500'000 | 554'583 | 559'583 | 99.93% | 99.93% |
08.09.2015 | 0.99% | 0.98 | 0.99 | 500'000 | 500'000 | 500'000 | 500'000 | 503'365 | 508'365 | 99.90% | 99.90% |