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 | 1.41% | 0.69 | 0.70 | 100'000 | 100'000 | 100'000 | 100'000 | 70'419 | 71'419 | 99.14% | 99.14% |
17.09.2015 | 1.49% | 0.67 | 0.68 | 200'000 | 200'000 | 146'126 | 146'126 | 97'498 | 98'959 | 98.81% | 98.81% |
16.09.2015 | 1.53% | 0.65 | 0.66 | 200'000 | 200'000 | 145'840 | 145'840 | 94'252 | 95'711 | 98.34% | 98.34% |
15.09.2015 | 1.64% | 0.64 | 0.65 | 200'000 | 200'000 | 145'847 | 145'847 | 88'939 | 90'397 | 98.36% | 98.36% |
14.09.2015 | 1.65% | 0.61 | 0.62 | 200'000 | 200'000 | 145'544 | 145'544 | 87'550 | 89'006 | 97.30% | 97.30% |
11.09.2015 | 1.73% | 0.56 | 0.57 | 200'000 | 200'000 | 146'759 | 146'759 | 84'483 | 85'951 | 96.22% | 96.22% |
10.09.2015 | 1.86% | 0.53 | 0.54 | 200'000 | 200'000 | 146'625 | 146'625 | 77'360 | 78'826 | 95.42% | 95.42% |
09.09.2015 | 1.83% | 0.58 | 0.59 | 200'000 | 200'000 | 145'374 | 145'374 | 78'886 | 80'340 | 97.32% | 97.32% |
08.09.2015 | 1.97% | 0.48 | 0.49 | 200'000 | 200'000 | 148'040 | 148'040 | 74'066 | 75'547 | 97.68% | 97.68% |