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 | 67.28% | 0.01 | 0.01 | 500'000 | 300'000 | 500'000 | 300'000 | 5'000 | 6'056 | 38.35% | 96.67% |
17.09.2015 | 22.88% | 0.03 | 0.04 | 500'000 | 300'000 | 500'000 | 299'223 | 22'839 | 17'068 | 98.82% | 98.82% |
16.09.2015 | 16.19% | 0.06 | 0.07 | 500'000 | 300'000 | 500'000 | 300'000 | 35'573 | 25'070 | 98.85% | 98.85% |
15.09.2015 | 21.73% | 0.07 | 0.08 | 500'000 | 300'000 | 500'000 | 300'000 | 26'518 | 19'709 | 99.94% | 99.94% |
14.09.2015 | 15.94% | 0.05 | 0.06 | 500'000 | 300'000 | 500'000 | 300'000 | 35'633 | 24'956 | 99.83% | 99.83% |
11.09.2015 | 15.83% | 0.09 | 0.10 | 500'000 | 300'000 | 500'000 | 300'000 | 34'472 | 24'131 | 99.99% | 99.99% |
10.09.2015 | 11.61% | 0.08 | 0.09 | 500'000 | 300'000 | 492'912 | 300'000 | 47'535 | 32'528 | 98.47% | 98.47% |
09.09.2015 | 8.76% | 0.11 | 0.12 | 460'000 | 300'000 | 394'537 | 300'000 | 50'484 | 42'282 | 100.00% | 100.00% |
08.09.2015 | 9.07% | 0.10 | 0.11 | 500'000 | 300'000 | 412'116 | 300'000 | 50'474 | 40'796 | 100.00% | 100.00% |