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 | - | - | 0.05 | 0 | 20'000 | 0 | 0 | 0 | 0 | 0.00% | 94.78% |
17.09.2015 | - | - | 0.05 | 0 | 20'000 | 0 | 0 | 0 | 0 | 0.00% | 94.50% |
16.09.2015 | 130.00% | 0.01 | 0.05 | 500'000 | 20'000 | 92'534 | 20'000 | 1'275 | 1'000 | 89.86% | 99.94% |
15.09.2015 | 92.70% | 0.02 | 0.05 | 500'000 | 20'000 | 500'000 | 20'000 | 10'032 | 1'099 | 99.99% | 99.99% |
14.09.2015 | 92.40% | 0.03 | 0.06 | 500'000 | 20'000 | 500'000 | 20'000 | 10'957 | 1'183 | 96.34% | 96.34% |
11.09.2015 | 72.64% | 0.05 | 0.09 | 500'000 | 20'000 | 500'000 | 20'000 | 18'018 | 1'521 | 96.93% | 96.93% |
10.09.2015 | 50.90% | 0.05 | 0.09 | 500'000 | 20'000 | 500'000 | 20'000 | 28'333 | 1'905 | 98.76% | 98.76% |
09.09.2015 | 59.51% | 0.05 | 0.07 | 500'000 | 20'000 | 500'000 | 20'000 | 17'093 | 1'243 | 94.21% | 94.21% |
08.09.2015 | 31.12% | 0.08 | 0.10 | 500'000 | 20'000 | 500'000 | 20'000 | 44'325 | 2'426 | 100.00% | 100.00% |