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 | - | - | 0.01 | 0 | 400'000 | 0 | 0 | 0 | 0 | 0.00% | 99.30% |
17.09.2015 | - | - | 0.01 | 0 | 400'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16.09.2015 | - | - | 0.01 | 0 | 400'000 | 0 | 0 | 0 | 0 | 0.00% | 99.92% |
15.09.2015 | - | - | 0.01 | 0 | 400'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
14.09.2015 | - | - | 0.01 | 0 | 400'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
11.09.2015 | 66.67% | 0.01 | 0.02 | 400'000 | 400'000 | 406'935 | 406'954 | 4'069 | 8'139 | 36.25% | 96.37% |
10.09.2015 | 66.67% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 5'000 | 10'000 | 100.00% | 100.00% |
09.09.2015 | 51.07% | 0.01 | 0.02 | 500'000 | 500'000 | 499'403 | 499'905 | 7'915 | 12'923 | 100.00% | 100.00% |
08.09.2015 | 50.79% | 0.01 | 0.02 | 500'000 | 500'000 | 499'712 | 499'761 | 8'016 | 13'017 | 98.24% | 98.59% |