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 | - | - | 0.01 | 0 | 25'000 | 0 | 0 | 0 | 0 | 0.00% | 41.22% |
17.09.2015 | - | - | 0.01 | 0 | 25'000 | 0 | 0 | 0 | 0 | 0.00% | 98.15% |
16.09.2015 | - | - | 0.01 | 0 | 25'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15.09.2015 | - | - | 0.02 | 0 | 25'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
14.09.2015 | 71.15% | 0.01 | 0.01 | 75'000 | 25'000 | 75'000 | 25'000 | 750 | 534 | 3.56% | 100.00% |
11.09.2015 | 79.58% | 0.01 | 0.02 | 75'000 | 25'000 | 75'000 | 25'000 | 750 | 597 | 33.73% | 100.00% |
10.09.2015 | 80.19% | 0.01 | 0.03 | 75'000 | 25'000 | 75'000 | 24'987 | 1'028 | 773 | 98.63% | 98.63% |
09.09.2015 | 34.74% | 0.03 | 0.05 | 75'000 | 25'000 | 75'000 | 24'979 | 3'170 | 1'471 | 62.55% | 99.99% |
08.09.2015 | 53.45% | 0.03 | 0.05 | 75'000 | 25'000 | 75'000 | 24'992 | 1'813 | 1'013 | 98.08% | 98.12% |