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 | 6.21% | 0.13 | 0.14 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 158'297 | 168'307 | 97.59% | 97.59% |
17.09.2015 | 4.82% | 0.18 | 0.19 | 1'000'000 | 1'000'000 | 999'984 | 1'000'000 | 203'786 | 213'794 | 99.99% | 99.99% |
16.09.2015 | 4.00% | 0.23 | 0.24 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 245'612 | 255'620 | 96.98% | 96.98% |
15.09.2015 | 4.69% | 0.24 | 0.25 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 209'380 | 219'382 | 99.64% | 99.64% |
14.09.2015 | 4.33% | 0.20 | 0.21 | 1'000'000 | 1'000'000 | 999'992 | 1'000'000 | 228'405 | 238'449 | 99.73% | 99.73% |
11.09.2015 | 4.66% | 0.25 | 0.26 | 1'000'000 | 1'000'000 | 999'843 | 1'000'000 | 211'720 | 221'756 | 97.94% | 97.94% |
10.09.2015 | 4.01% | 0.22 | 0.23 | 1'000'000 | 1'000'000 | 1'000'000 | 999'923 | 245'286 | 255'281 | 99.55% | 99.55% |
09.09.2015 | 3.40% | 0.26 | 0.27 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 290'031 | 300'033 | 99.40% | 99.40% |
08.09.2015 | 3.48% | 0.25 | 0.26 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 283'815 | 293'815 | 98.61% | 98.61% |