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 | 21.99% | 0.08 | 0.10 | 500'000 | 500'000 | 499'981 | 500'000 | 40'844 | 50'846 | 99.30% | 99.30% |
17.09.2015 | 20.55% | 0.10 | 0.12 | 500'000 | 500'000 | 499'808 | 500'000 | 43'923 | 53'943 | 95.68% | 95.68% |
16.09.2015 | 24.43% | 0.06 | 0.08 | 500'000 | 500'000 | 500'000 | 500'000 | 33'926 | 43'348 | 99.91% | 99.91% |
15.09.2015 | 20.45% | 0.06 | 0.07 | 500'000 | 500'000 | 500'000 | 500'000 | 22'369 | 27'369 | 100.00% | 100.00% |
14.09.2015 | 26.41% | 0.02 | 0.03 | 500'000 | 500'000 | 499'988 | 500'000 | 17'052 | 22'052 | 100.00% | 100.00% |
11.09.2015 | 21.46% | 0.04 | 0.05 | 500'000 | 500'000 | 499'988 | 500'000 | 20'999 | 26'000 | 100.00% | 100.00% |
10.09.2015 | 17.14% | 0.05 | 0.06 | 500'000 | 500'000 | 500'000 | 500'000 | 27'050 | 32'050 | 100.00% | 100.00% |
09.09.2015 | 14.61% | 0.06 | 0.07 | 500'000 | 500'000 | 499'886 | 500'000 | 32'052 | 37'060 | 100.00% | 100.00% |
08.09.2015 | 21.57% | 0.03 | 0.04 | 500'000 | 500'000 | 499'943 | 500'000 | 21'004 | 26'006 | 99.93% | 99.93% |