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 | 1.95% | 0.49 | 0.50 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 508'186 | 518'186 | 99.82% | 99.82% |
17.09.2015 | 1.82% | 0.56 | 0.57 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 545'595 | 555'595 | 99.90% | 99.90% |
16.09.2015 | 1.62% | 0.60 | 0.61 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 613'974 | 623'974 | 99.90% | 99.90% |
15.09.2015 | 1.71% | 0.64 | 0.65 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 579'484 | 589'484 | 99.85% | 99.85% |
14.09.2015 | 1.40% | 0.68 | 0.69 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 710'238 | 720'238 | 99.75% | 99.75% |
11.09.2015 | 1.31% | 0.77 | 0.78 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 758'689 | 768'689 | 99.73% | 99.73% |
10.09.2015 | 1.28% | 0.77 | 0.78 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 778'678 | 788'678 | 99.76% | 99.76% |
09.09.2015 | 1.16% | 0.84 | 0.85 | 500'000 | 500'000 | 500'000 | 500'000 | 429'712 | 434'712 | 99.93% | 99.93% |
08.09.2015 | 1.31% | 0.73 | 0.74 | 500'000 | 500'000 | 500'000 | 500'000 | 378'721 | 383'721 | 99.90% | 99.90% |