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% | 94.74% |
17.09.2015 | 4.60% | 0.25 | 0.26 | 200'000 | 20'000 | 63'487 | 20'000 | 13'671 | 4'474 | 99.73% | 99.73% |
16.09.2015 | 31.74% | 0.18 | 0.25 | 60'000 | 20'000 | 60'000 | 20'000 | 10'640 | 4'837 | 99.70% | 99.81% |
15.09.2015 | 48.12% | 0.20 | 0.25 | 60'000 | 20'000 | 59'999 | 20'000 | 5'312 | 2'771 | 95.26% | 95.74% |
14.09.2015 | 20.49% | 0.11 | 0.16 | 60'000 | 20'000 | 324'557 | 68'101 | 71'974 | 17'391 | 99.98% | 99.98% |
11.09.2015 | 48.01% | 0.11 | 0.14 | 500'000 | 100'000 | 500'000 | 99'993 | 49'032 | 15'829 | 100.00% | 100.00% |
10.09.2015 | 60.41% | 0.13 | 0.21 | 500'000 | 100'000 | 500'000 | 99'980 | 50'374 | 18'071 | 99.84% | 99.84% |
09.09.2015 | 20.79% | 0.25 | 0.33 | 500'000 | 100'000 | 500'000 | 100'000 | 176'742 | 43'348 | 99.92% | 99.92% |
08.09.2015 | 38.35% | 0.13 | 0.21 | 500'000 | 100'000 | 500'000 | 100'000 | 85'498 | 25'100 | 91.15% | 91.15% |