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 | 96.09% | 0.01 | 0.03 | 750'000 | 750'000 | 750'000 | 750'000 | 11'195 | 30'475 | 23.01% | 89.00% |
17.09.2015 | 3.46% | 0.28 | 0.29 | 450'000 | 450'000 | 450'000 | 450'000 | 128'740 | 133'240 | 97.45% | 97.45% |
16.09.2015 | 3.49% | 0.26 | 0.27 | 450'000 | 450'000 | 413'046 | 413'045 | 117'137 | 121'267 | 91.27% | 91.27% |
15.09.2015 | 9.70% | 0.28 | 0.30 | 650'000 | 650'000 | 587'150 | 587'150 | 117'834 | 129'577 | 93.58% | 93.58% |
14.09.2015 | 7.74% | 0.26 | 0.28 | 550'000 | 550'000 | 550'000 | 550'000 | 138'544 | 149'544 | 99.42% | 99.42% |
11.09.2015 | 6.31% | 0.31 | 0.33 | 550'000 | 550'000 | 530'390 | 530'389 | 161'848 | 172'327 | 98.21% | 98.21% |
10.09.2015 | 2.20% | 0.44 | 0.45 | 450'000 | 450'000 | 450'000 | 450'000 | 203'455 | 207'955 | 98.88% | 98.88% |
09.09.2015 | 1.39% | 0.57 | 0.58 | 350'000 | 350'000 | 349'999 | 350'000 | 251'817 | 255'317 | 98.11% | 98.11% |
08.09.2015 | 1.73% | 0.52 | 0.53 | 400'000 | 400'000 | 419'911 | 419'912 | 241'802 | 246'002 | 98.77% | 98.77% |