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 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17.09.2015 | - | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.90% |
16.09.2015 | 46.04% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 18'993 | 28'993 | 99.97% | 99.97% |
15.09.2015 | 39.43% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 20'853 | 30'853 | 99.95% | 99.95% |
14.09.2015 | 14.90% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 64'640 | 74'640 | 99.98% | 99.98% |
11.09.2015 | 9.87% | 0.10 | 0.11 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 96'819 | 106'819 | 99.94% | 99.94% |
10.09.2015 | 8.39% | 0.11 | 0.12 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 115'288 | 125'288 | 99.88% | 99.88% |
09.09.2015 | 5.71% | 0.16 | 0.17 | 500'000 | 500'000 | 499'984 | 500'000 | 85'283 | 90'286 | 99.94% | 99.94% |
08.09.2015 | 8.45% | 0.10 | 0.11 | 500'000 | 500'000 | 500'000 | 500'000 | 57'032 | 62'032 | 100.00% | 100.00% |