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 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17.09.2015 | 66.58% | 0.01 | 0.03 | 315'000 | 315'000 | 302'530 | 302'530 | 4'801 | 9'226 | 81.34% | 90.99% |
16.09.2015 | 99.56% | 0.01 | 0.03 | 465'000 | 465'000 | 465'000 | 465'000 | 4'684 | 13'950 | 39.92% | 94.19% |
15.09.2015 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 99.19% |
14.09.2015 | 56.07% | 0.01 | 0.02 | 405'000 | 405'000 | 367'440 | 367'440 | 6'856 | 11'749 | 66.98% | 71.52% |
11.09.2015 | 34.00% | 0.03 | 0.04 | 405'000 | 405'000 | 376'373 | 376'373 | 9'558 | 13'329 | 99.47% | 99.47% |
10.09.2015 | 16.71% | 0.04 | 0.05 | 230'000 | 230'000 | 266'718 | 266'718 | 15'009 | 17'676 | 99.70% | 99.70% |
09.09.2015 | 12.42% | 0.07 | 0.08 | 215'000 | 215'000 | 221'104 | 221'104 | 16'859 | 19'070 | 100.00% | 100.00% |
08.09.2015 | 17.12% | 0.04 | 0.05 | 500'000 | 500'000 | 521'074 | 521'074 | 28'449 | 33'660 | 96.25% | 96.25% |