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 | 90.81% | 0.16 | 0.22 | 600'000 | 600'000 | 602'607 | 602'607 | 27'434 | 64'076 | 59.63% | 92.41% |
17.09.2015 | 9.83% | 0.11 | 0.12 | 750'000 | 750'000 | 730'175 | 730'175 | 71'320 | 78'622 | 99.86% | 99.86% |
16.09.2015 | 9.08% | 0.11 | 0.12 | 650'000 | 650'000 | 669'838 | 669'838 | 70'927 | 77'626 | 99.79% | 99.79% |
15.09.2015 | 3.72% | 0.17 | 0.18 | 350'000 | 350'000 | 369'917 | 369'917 | 101'534 | 105'233 | 99.37% | 99.37% |
14.09.2015 | 3.44% | 0.29 | 0.30 | 400'000 | 400'000 | 400'000 | 400'000 | 115'192 | 119'192 | 96.03% | 96.03% |
11.09.2015 | 2.96% | 0.32 | 0.33 | 400'000 | 400'000 | 419'844 | 419'844 | 140'413 | 144'611 | 97.31% | 97.31% |
10.09.2015 | 3.77% | 0.27 | 0.28 | 550'000 | 550'000 | 530'245 | 530'245 | 140'734 | 146'036 | 98.52% | 98.52% |
09.09.2015 | 7.11% | 0.17 | 0.18 | 750'000 | 750'000 | 750'000 | 750'000 | 103'027 | 110'527 | 99.99% | 99.99% |
08.09.2015 | 3.94% | 0.28 | 0.29 | 550'000 | 550'000 | 530'208 | 530'208 | 132'672 | 137'974 | 99.99% | 99.99% |