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 | - | - | 0.07 | 0 | 75'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17.09.2015 | 112.91% | 0.01 | 0.03 | 750'000 | 750'000 | 750'000 | 750'000 | 7'500 | 27'340 | 3.09% | 93.91% |
16.09.2015 | - | - | 0.02 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 97.27% |
15.09.2015 | - | - | 0.02 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 98.60% |
14.09.2015 | 26.01% | 0.01 | 0.02 | 750'000 | 750'000 | 750'000 | 750'000 | 26'821 | 34'431 | 80.07% | 98.03% |
11.09.2015 | 88.52% | 0.01 | 0.02 | 750'000 | 750'000 | 750'000 | 749'940 | 9'032 | 22'617 | 53.07% | 98.36% |
10.09.2015 | 44.73% | 0.03 | 0.04 | 750'000 | 750'000 | 749'982 | 750'000 | 19'933 | 29'066 | 84.15% | 98.54% |
09.09.2015 | 10.82% | 0.05 | 0.06 | 750'000 | 750'000 | 750'000 | 750'000 | 72'169 | 79'669 | 99.16% | 99.16% |
08.09.2015 | 45.31% | 0.03 | 0.04 | 750'000 | 750'000 | 750'000 | 750'000 | 34'303 | 54'623 | 97.82% | 97.82% |