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% | 94.58% |
17.09.2015 | 10.97% | 0.10 | 0.11 | 500'000 | 20'000 | 499'957 | 20'000 | 43'365 | 1'935 | 97.27% | 97.27% |
16.09.2015 | 38.93% | 0.07 | 0.10 | 500'000 | 20'000 | 500'000 | 20'000 | 31'305 | 1'852 | 94.36% | 94.36% |
15.09.2015 | 70.22% | 0.06 | 0.09 | 500'000 | 20'000 | 500'000 | 20'000 | 14'620 | 1'185 | 99.93% | 99.93% |
14.09.2015 | 38.66% | 0.03 | 0.06 | 500'000 | 20'000 | 500'000 | 68'117 | 22'374 | 4'440 | 99.95% | 99.95% |
11.09.2015 | 42.78% | 0.04 | 0.05 | 500'000 | 100'000 | 500'000 | 100'000 | 18'309 | 5'687 | 99.25% | 99.25% |
10.09.2015 | 45.34% | 0.05 | 0.08 | 500'000 | 100'000 | 500'000 | 100'000 | 26'819 | 8'364 | 99.85% | 99.85% |
09.09.2015 | 12.79% | 0.12 | 0.14 | 500'000 | 100'000 | 500'000 | 100'000 | 74'226 | 16'845 | 97.85% | 97.85% |
08.09.2015 | 16.95% | 0.12 | 0.14 | 500'000 | 100'000 | 500'000 | 100'000 | 54'342 | 12'868 | 92.30% | 92.30% |