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 | 37.16% | 0.07 | 0.13 | 300'000 | 300'000 | 300'000 | 300'000 | 45'905 | 63'905 | 92.04% | 92.04% |
17.09.2015 | 2.10% | 0.47 | 0.48 | 250'000 | 250'000 | 269'329 | 269'329 | 126'941 | 129'635 | 99.64% | 99.64% |
16.09.2015 | 2.32% | 0.44 | 0.45 | 300'000 | 300'000 | 300'000 | 300'000 | 128'066 | 131'066 | 99.77% | 99.77% |
15.09.2015 | 3.83% | 0.34 | 0.35 | 500'000 | 500'000 | 460'697 | 460'697 | 120'729 | 125'336 | 99.40% | 99.40% |
14.09.2015 | 3.11% | 0.30 | 0.31 | 400'000 | 400'000 | 400'000 | 400'000 | 128'016 | 132'016 | 98.16% | 98.16% |
11.09.2015 | 2.51% | 0.38 | 0.39 | 400'000 | 400'000 | 379'985 | 379'985 | 149'495 | 153'295 | 98.01% | 98.01% |
10.09.2015 | 1.85% | 0.51 | 0.52 | 300'000 | 300'000 | 319'706 | 319'706 | 172'556 | 175'753 | 98.87% | 98.87% |
09.09.2015 | 1.26% | 0.71 | 0.72 | 250'000 | 250'000 | 250'000 | 250'000 | 197'779 | 200'279 | 100.00% | 100.00% |
08.09.2015 | 1.60% | 0.55 | 0.56 | 300'000 | 300'000 | 319'795 | 319'795 | 198'764 | 201'961 | 100.00% | 100.00% |