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% | 94.54% |
17.09.2015 | - | - | 0.05 | 0 | 20'000 | 0 | 0 | 0 | 0 | 0.00% | 98.23% |
16.09.2015 | - | - | 0.05 | 0 | 20'000 | 0 | 0 | 0 | 0 | 0.00% | 96.37% |
15.09.2015 | - | - | 0.05 | 0 | 20'000 | 0 | 0 | 0 | 0 | 0.00% | 99.86% |
14.09.2015 | 133.33% | 0.01 | 0.05 | 500'000 | 20'000 | 500'000 | 20'000 | 5'000 | 1'000 | 46.49% | 98.34% |
11.09.2015 | 85.73% | 0.02 | 0.05 | 500'000 | 20'000 | 500'000 | 20'000 | 10'028 | 1'003 | 82.34% | 82.34% |
10.09.2015 | 61.89% | 0.02 | 0.05 | 500'000 | 20'000 | 500'000 | 20'000 | 17'781 | 1'333 | 96.26% | 96.26% |
09.09.2015 | 48.15% | 0.04 | 0.06 | 500'000 | 20'000 | 500'000 | 20'000 | 15'958 | 1'039 | 94.01% | 94.01% |
08.09.2015 | 30.09% | 0.05 | 0.07 | 500'000 | 20'000 | 500'000 | 20'000 | 30'752 | 1'662 | 99.92% | 99.92% |