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 | 0.27% | 3.50 | 3.51 | 20'000 | 20'000 | 20'000 | 20'000 | 72'669 | 72'869 | 95.03% | 95.72% |
17.09.2015 | 0.27% | 3.78 | 3.79 | 20'000 | 20'000 | 20'000 | 20'000 | 74'433 | 74'633 | 99.88% | 99.88% |
16.09.2015 | 1.00% | 3.57 | 3.60 | 20'000 | 20'000 | 20'000 | 20'000 | 69'956 | 70'659 | 99.99% | 99.99% |
15.09.2015 | 1.63% | 3.40 | 3.45 | 20'000 | 20'000 | 20'000 | 20'000 | 60'827 | 61'827 | 93.36% | 93.36% |
14.09.2015 | 1.27% | 3.04 | 3.09 | 20'000 | 20'000 | 308'445 | 68'074 | 1'016'650 | 225'919 | 99.89% | 99.89% |
11.09.2015 | 2.14% | 2.77 | 2.80 | 500'000 | 100'000 | 500'000 | 100'000 | 1'391'790 | 284'382 | 99.99% | 99.99% |
10.09.2015 | 2.90% | 2.84 | 2.92 | 500'000 | 100'000 | 500'000 | 100'000 | 1'363'110 | 280'621 | 99.99% | 99.99% |
09.09.2015 | 2.30% | 3.20 | 3.28 | 500'000 | 100'000 | 500'000 | 100'000 | 1'721'480 | 352'297 | 99.92% | 99.92% |
08.09.2015 | 2.83% | 2.70 | 2.78 | 500'000 | 100'000 | 500'000 | 100'000 | 1'395'760 | 287'153 | 91.08% | 91.08% |