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 | 23.14% | 0.07 | 0.11 | 550'000 | 550'000 | 569'010 | 569'010 | 47'298 | 59'210 | 96.13% | 96.13% |
16.09.2015 | 9.03% | 0.11 | 0.12 | 500'000 | 500'000 | 520'130 | 520'130 | 55'472 | 60'673 | 97.30% | 97.30% |
15.09.2015 | 3.84% | 0.17 | 0.18 | 300'000 | 300'000 | 319'349 | 319'349 | 84'085 | 87'279 | 99.19% | 99.19% |
14.09.2015 | 3.78% | 0.32 | 0.33 | 350'000 | 350'000 | 369'733 | 369'733 | 97'099 | 100'796 | 99.79% | 99.79% |
11.09.2015 | 3.21% | 0.27 | 0.28 | 350'000 | 350'000 | 369'685 | 369'685 | 114'781 | 118'478 | 98.92% | 98.92% |
10.09.2015 | 3.76% | 0.31 | 0.32 | 450'000 | 450'000 | 429'672 | 429'672 | 114'166 | 118'463 | 96.09% | 96.09% |
09.09.2015 | 5.27% | 0.22 | 0.23 | 550'000 | 550'000 | 550'000 | 550'000 | 102'682 | 108'182 | 99.37% | 99.37% |
08.09.2015 | 3.23% | 0.34 | 0.35 | 450'000 | 450'000 | 430'205 | 430'204 | 131'636 | 135'938 | 100.00% | 100.00% |