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 | 6.85% | 0.20 | 0.22 | 300'000 | 300'000 | 300'000 | 300'000 | 71'669 | 76'705 | 96.55% | 96.55% |
17.09.2015 | 4.91% | 0.29 | 0.31 | 300'000 | 300'000 | 299'383 | 299'229 | 92'771 | 97'366 | 98.47% | 98.47% |
16.09.2015 | 5.51% | 0.29 | 0.30 | 300'000 | 300'000 | 300'000 | 300'000 | 82'519 | 87'198 | 99.08% | 99.08% |
15.09.2015 | 7.09% | 0.24 | 0.25 | 300'000 | 300'000 | 300'000 | 300'000 | 64'212 | 68'917 | 99.53% | 99.53% |
14.09.2015 | 5.85% | 0.20 | 0.21 | 300'000 | 300'000 | 300'000 | 300'000 | 74'845 | 79'298 | 98.58% | 98.58% |
11.09.2015 | 6.42% | 0.27 | 0.28 | 300'000 | 300'000 | 300'000 | 300'000 | 70'430 | 75'080 | 100.00% | 100.00% |
10.09.2015 | 4.53% | 0.29 | 0.31 | 300'000 | 300'000 | 300'000 | 300'000 | 99'191 | 103'758 | 98.63% | 98.63% |
09.09.2015 | 3.77% | 0.35 | 0.37 | 300'000 | 300'000 | 300'000 | 300'000 | 115'263 | 119'676 | 100.00% | 100.00% |
08.09.2015 | 4.60% | 0.28 | 0.30 | 300'000 | 300'000 | 300'000 | 300'000 | 96'931 | 101'488 | 100.00% | 100.00% |