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 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 98.36% |
17.09.2015 | 53.27% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'982 | 1'000'000 | 15'022 | 25'022 | 45.63% | 100.00% |
16.09.2015 | 30.29% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 999'962 | 1'000'000 | 28'702 | 38'704 | 97.14% | 97.14% |
15.09.2015 | 36.47% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 999'924 | 1'000'000 | 23'090 | 33'092 | 99.80% | 99.80% |
14.09.2015 | 24.05% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 37'449 | 47'449 | 100.00% | 100.00% |
11.09.2015 | 22.78% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 999'536 | 999'840 | 40'056 | 50'067 | 98.20% | 98.20% |
10.09.2015 | 16.42% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 999'548 | 999'329 | 56'408 | 66'396 | 99.84% | 99.84% |
09.09.2015 | 12.38% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 998'146 | 999'156 | 76'204 | 86'280 | 99.59% | 99.59% |
08.09.2015 | 11.97% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 999'502 | 998'822 | 80'105 | 90'047 | 98.52% | 98.52% |