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% | 94.79% |
17.09.2015 | 8.60% | 0.11 | 0.12 | 460'000 | 20'000 | 453'019 | 20'000 | 50'424 | 2'435 | 99.96% | 99.96% |
16.09.2015 | 34.42% | 0.09 | 0.12 | 500'000 | 20'000 | 500'000 | 20'000 | 36'207 | 2'048 | 90.86% | 90.86% |
15.09.2015 | 55.77% | 0.06 | 0.09 | 500'000 | 20'000 | 500'000 | 20'000 | 19'989 | 1'400 | 99.93% | 99.93% |
14.09.2015 | 26.72% | 0.05 | 0.08 | 500'000 | 20'000 | 500'000 | 68'102 | 35'790 | 6'424 | 99.93% | 99.93% |
11.09.2015 | 25.09% | 0.05 | 0.06 | 500'000 | 100'000 | 500'000 | 100'000 | 30'138 | 7'832 | 99.88% | 99.88% |
10.09.2015 | 32.26% | 0.08 | 0.11 | 500'000 | 100'000 | 500'000 | 100'000 | 40'667 | 11'133 | 92.43% | 92.43% |
09.09.2015 | 9.91% | 0.15 | 0.17 | 500'000 | 100'000 | 500'000 | 100'000 | 97'441 | 21'488 | 99.96% | 99.96% |
08.09.2015 | 13.88% | 0.10 | 0.12 | 500'000 | 100'000 | 500'000 | 100'000 | 68'627 | 15'725 | 92.55% | 92.55% |