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 | 29.20% | 0.03 | 0.05 | 500'000 | 500'000 | 499'811 | 500'000 | 33'087 | 43'095 | 93.16% | 93.16% |
17.09.2015 | 12.92% | 0.14 | 0.16 | 500'000 | 500'000 | 500'000 | 500'000 | 73'237 | 83'237 | 85.88% | 85.88% |
16.09.2015 | 15.00% | 0.13 | 0.15 | 500'000 | 500'000 | 500'000 | 500'000 | 61'813 | 71'813 | 99.91% | 99.91% |
15.09.2015 | 18.19% | 0.10 | 0.12 | 500'000 | 500'000 | 500'000 | 500'000 | 45'162 | 54'237 | 99.97% | 99.97% |
14.09.2015 | 14.12% | 0.09 | 0.10 | 500'000 | 500'000 | 499'962 | 500'000 | 60'943 | 70'157 | 95.25% | 95.25% |
11.09.2015 | 12.70% | 0.14 | 0.16 | 500'000 | 500'000 | 500'000 | 500'000 | 62'020 | 70'531 | 71.87% | 71.87% |
10.09.2015 | 9.89% | 0.16 | 0.18 | 500'000 | 500'000 | 500'000 | 500'000 | 97'228 | 107'228 | 99.48% | 99.48% |
09.09.2015 | 8.04% | 0.21 | 0.23 | 500'000 | 500'000 | 499'807 | 500'000 | 120'012 | 130'056 | 100.00% | 100.00% |
08.09.2015 | 9.82% | 0.17 | 0.19 | 500'000 | 500'000 | 500'000 | 500'000 | 97'545 | 107'545 | 81.91% | 81.91% |