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 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17.09.2015 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 99.69% |
16.09.2015 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 99.90% |
15.09.2015 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 99.65% |
14.09.2015 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 89.69% |
11.09.2015 | - | - | 0.02 | 0 | 305'000 | 0 | 0 | 0 | 0 | 0.00% | 91.60% |
10.09.2015 | 33.88% | 0.03 | 0.04 | 150'000 | 150'000 | 209'016 | 209'016 | 5'963 | 8'268 | 76.52% | 77.92% |
09.09.2015 | 50.98% | 0.01 | 0.03 | 195'000 | 195'000 | 192'747 | 192'747 | 3'503 | 5'789 | 89.05% | 89.05% |
08.09.2015 | 90.16% | 0.01 | 0.02 | 460'000 | 460'000 | 460'000 | 460'000 | 5'354 | 13'800 | 81.86% | 93.45% |