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 | 1.52% | 0.64 | 0.65 | 80'000 | 50'000 | 80'000 | 50'000 | 52'420 | 33'262 | 100.00% | 100.00% |
17.09.2015 | 1.49% | 0.67 | 0.68 | 80'000 | 50'000 | 80'113 | 50'000 | 53'569 | 33'937 | 100.00% | 100.00% |
16.09.2015 | 1.45% | 0.67 | 0.68 | 80'000 | 50'000 | 79'704 | 50'000 | 54'736 | 34'843 | 100.00% | 100.00% |
15.09.2015 | 1.42% | 0.71 | 0.72 | 80'000 | 50'000 | 79'182 | 50'000 | 55'374 | 35'477 | 100.00% | 100.00% |
14.09.2015 | 1.31% | 0.71 | 0.72 | 80'000 | 50'000 | 71'076 | 50'000 | 53'963 | 38'511 | 100.00% | 100.00% |
11.09.2015 | 1.60% | 0.79 | 0.80 | 70'000 | 50'000 | 74'233 | 50'000 | 53'994 | 37'018 | 100.00% | 100.00% |
10.09.2015 | 1.49% | 0.78 | 0.79 | 70'000 | 50'000 | 70'000 | 50'000 | 55'364 | 40'140 | 97.25% | 97.25% |
09.09.2015 | 1.50% | 0.79 | 0.80 | 70'000 | 50'000 | 69'961 | 50'000 | 56'019 | 40'640 | 100.00% | 100.00% |
08.09.2015 | 1.39% | 0.75 | 0.76 | 70'000 | 50'000 | 70'000 | 50'000 | 54'227 | 39'274 | 100.00% | 100.00% |