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 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17.09.2015 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 98.77% |
16.09.2015 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 98.33% |
15.09.2015 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 98.29% |
14.09.2015 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.33% |
11.09.2015 | - | 0.01 | 0.02 | 500'000 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 98.13% |
10.09.2015 | 100.00% | 0.01 | 0.02 | 100'000 | 100'000 | 487'188 | 487'188 | 4'872 | 14'616 | 23.47% | 98.00% |
09.09.2015 | 98.46% | 0.01 | 0.03 | 500'000 | 500'000 | 495'907 | 495'907 | 5'088 | 14'877 | 84.18% | 99.06% |
08.09.2015 | 63.12% | 0.01 | 0.02 | 500'000 | 100'000 | 498'270 | 498'270 | 8'333 | 15'290 | 83.18% | 97.97% |