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 | 3.81% | 0.24 | 0.25 | 1'000'000 | 1'000'000 | 999'883 | 1'000'000 | 258'154 | 268'185 | 99.83% | 99.83% |
17.09.2015 | 3.32% | 0.31 | 0.32 | 1'000'000 | 1'000'000 | 1'000'000 | 999'996 | 296'875 | 306'874 | 99.90% | 99.90% |
16.09.2015 | 2.71% | 0.35 | 0.36 | 1'000'000 | 1'000'000 | 999'979 | 1'000'000 | 366'063 | 376'070 | 99.91% | 99.91% |
15.09.2015 | 2.96% | 0.39 | 0.40 | 1'000'000 | 1'000'000 | 1'000'000 | 999'988 | 334'714 | 344'709 | 99.88% | 99.88% |
14.09.2015 | 2.14% | 0.44 | 0.45 | 1'000'000 | 1'000'000 | 1'000'000 | 999'993 | 463'649 | 473'645 | 99.92% | 99.92% |
11.09.2015 | 1.93% | 0.52 | 0.53 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 512'234 | 522'234 | 99.84% | 99.84% |
10.09.2015 | 1.86% | 0.53 | 0.54 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 532'756 | 542'756 | 99.64% | 99.64% |
09.09.2015 | 1.62% | 0.59 | 0.60 | 500'000 | 500'000 | 499'997 | 500'000 | 306'066 | 311'068 | 99.91% | 99.91% |
08.09.2015 | 1.93% | 0.49 | 0.50 | 500'000 | 500'000 | 500'000 | 500'000 | 257'271 | 262'271 | 99.92% | 99.92% |