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 | 1.25% | 3.30 | 3.38 | 20'000 | 20'000 | 20'000 | 20'000 | 67'516 | 68'362 | 99.51% | 99.51% |
17.09.2015 | 0.49% | 3.48 | 3.50 | 200'000 | 200'000 | 200'000 | 200'000 | 690'510 | 693'889 | 96.02% | 96.02% |
16.09.2015 | 0.30% | 3.35 | 3.36 | 200'000 | 200'000 | 200'000 | 200'000 | 664'957 | 666'957 | 97.16% | 97.16% |
15.09.2015 | 0.32% | 3.28 | 3.29 | 200'000 | 200'000 | 200'000 | 200'000 | 619'135 | 621'135 | 98.51% | 98.51% |
14.09.2015 | 0.31% | 3.09 | 3.10 | 200'000 | 200'000 | 200'000 | 200'000 | 637'676 | 639'676 | 98.04% | 98.04% |
11.09.2015 | 0.34% | 2.92 | 2.93 | 200'000 | 200'000 | 200'000 | 200'000 | 588'287 | 590'287 | 97.84% | 97.84% |
10.09.2015 | 0.34% | 2.97 | 2.98 | 200'000 | 200'000 | 200'000 | 200'000 | 580'912 | 582'912 | 96.87% | 96.87% |
09.09.2015 | 0.30% | 3.16 | 3.17 | 200'000 | 200'000 | 200'000 | 200'000 | 658'102 | 660'102 | 98.44% | 98.44% |
08.09.2015 | 0.92% | 2.87 | 2.88 | 200'000 | 200'000 | 200'000 | 200'000 | 582'848 | 588'269 | 97.52% | 97.52% |