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 | 1.57% | 0.58 | 0.59 | 90'000 | 20'000 | 83'482 | 20'000 | 52'691 | 12'839 | 77.32% | 78.07% |
17.09.2015 | 1.38% | 0.74 | 0.75 | 70'000 | 20'000 | 73'641 | 20'000 | 52'906 | 14'579 | 97.31% | 97.31% |
16.09.2015 | 4.71% | 0.67 | 0.70 | 80'000 | 20'000 | 86'150 | 20'000 | 53'546 | 13'042 | 94.36% | 94.36% |
15.09.2015 | 6.58% | 0.55 | 0.58 | 100'000 | 20'000 | 119'303 | 20'000 | 52'617 | 9'477 | 99.93% | 99.93% |
14.09.2015 | 4.20% | 0.46 | 0.49 | 110'000 | 20'000 | 345'035 | 68'091 | 176'113 | 35'943 | 99.95% | 99.95% |
11.09.2015 | 4.27% | 0.42 | 0.43 | 500'000 | 100'000 | 500'000 | 100'000 | 205'995 | 43'011 | 99.27% | 99.27% |
10.09.2015 | 6.54% | 0.44 | 0.47 | 500'000 | 100'000 | 500'000 | 100'000 | 223'891 | 47'778 | 99.87% | 99.87% |
09.09.2015 | 2.86% | 0.62 | 0.64 | 500'000 | 100'000 | 500'000 | 100'000 | 345'463 | 71'093 | 97.86% | 97.86% |
08.09.2015 | 3.63% | 0.51 | 0.53 | 500'000 | 100'000 | 500'000 | 100'000 | 271'216 | 56'243 | 99.89% | 99.89% |