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 | 78.35% | 0.01 | 0.07 | 75'000 | 75'000 | 75'000 | 75'000 | 2'553 | 5'553 | 87.75% | 93.21% |
17.09.2015 | 11.77% | 0.14 | 0.16 | 450'000 | 450'000 | 450'546 | 450'546 | 61'196 | 68'805 | 96.10% | 96.10% |
16.09.2015 | 22.28% | 0.11 | 0.12 | 650'000 | 650'000 | 609'229 | 609'229 | 57'818 | 71'803 | 97.11% | 97.11% |
15.09.2015 | 74.52% | 0.08 | 0.13 | 750'000 | 750'000 | 750'000 | 750'000 | 33'486 | 70'986 | 98.68% | 98.68% |
14.09.2015 | 38.52% | 0.06 | 0.11 | 650'000 | 650'000 | 650'536 | 650'536 | 71'794 | 104'321 | 98.30% | 98.30% |
11.09.2015 | 58.40% | 0.05 | 0.10 | 750'000 | 750'000 | 750'000 | 750'000 | 46'047 | 83'547 | 98.69% | 98.69% |
10.09.2015 | 50.08% | 0.09 | 0.14 | 750'000 | 750'000 | 750'000 | 750'000 | 60'103 | 97'603 | 98.84% | 98.84% |
09.09.2015 | 21.33% | 0.14 | 0.19 | 500'000 | 500'000 | 480'570 | 480'570 | 103'631 | 127'660 | 99.18% | 99.18% |
08.09.2015 | 47.43% | 0.08 | 0.13 | 750'000 | 750'000 | 749'999 | 750'000 | 81'099 | 131'372 | 96.27% | 96.27% |