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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
17.09.2015 | 99.16% | 0.01 | 0.04 | 750'000 | 750'000 | 749'999 | 750'000 | 9'457 | 27'147 | 28.70% | 77.99% |
16.09.2015 | 46.09% | 0.03 | 0.04 | 750'000 | 750'000 | 750'000 | 750'000 | 16'603 | 25'378 | 90.90% | 90.90% |
15.09.2015 | 10.29% | 0.05 | 0.06 | 550'000 | 550'000 | 589'823 | 589'822 | 58'085 | 63'983 | 99.28% | 99.28% |
14.09.2015 | 8.14% | 0.14 | 0.15 | 700'000 | 700'000 | 719'733 | 719'733 | 86'217 | 93'414 | 99.79% | 99.79% |
11.09.2015 | 6.07% | 0.14 | 0.15 | 600'000 | 600'000 | 619'684 | 619'684 | 100'658 | 106'855 | 98.92% | 98.92% |
10.09.2015 | 6.85% | 0.17 | 0.18 | 750'000 | 750'000 | 709'347 | 709'346 | 102'661 | 109'755 | 96.10% | 96.10% |
09.09.2015 | 10.02% | 0.11 | 0.12 | 750'000 | 750'000 | 750'000 | 750'000 | 72'203 | 79'703 | 99.37% | 99.37% |
08.09.2015 | 5.64% | 0.20 | 0.21 | 700'000 | 700'000 | 660'410 | 660'409 | 114'367 | 120'971 | 100.00% | 100.00% |