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 | 15.46% | 0.22 | 0.26 | 230'000 | 25'000 | 212'257 | 25'000 | 50'662 | 6'998 | 100.00% | 100.00% |
17.09.2015 | 12.02% | 0.32 | 0.36 | 160'000 | 25'000 | 164'907 | 24'980 | 51'633 | 8'829 | 100.00% | 100.00% |
16.09.2015 | 12.79% | 0.27 | 0.31 | 190'000 | 25'000 | 176'462 | 25'000 | 51'636 | 8'363 | 100.00% | 100.00% |
15.09.2015 | 21.56% | 0.25 | 0.29 | 200'000 | 25'000 | 306'915 | 25'000 | 50'531 | 5'326 | 100.00% | 100.00% |
14.09.2015 | 20.43% | 0.13 | 0.17 | 390'000 | 25'000 | 289'581 | 25'000 | 50'789 | 5'475 | 100.00% | 100.00% |
11.09.2015 | 17.68% | 0.22 | 0.26 | 230'000 | 25'000 | 245'765 | 25'000 | 50'613 | 6'200 | 100.00% | 100.00% |
10.09.2015 | 20.31% | 0.16 | 0.20 | 320'000 | 25'000 | 287'362 | 25'000 | 50'822 | 5'446 | 98.63% | 98.63% |
09.09.2015 | 17.17% | 0.20 | 0.24 | 250'000 | 25'000 | 236'921 | 25'000 | 50'440 | 6'342 | 100.00% | 100.00% |
08.09.2015 | 18.12% | 0.17 | 0.21 | 300'000 | 25'000 | 251'590 | 25'000 | 50'491 | 6'036 | 100.00% | 100.00% |