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 | 1.50% | 0.66 | 0.67 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 662'458 | 672'458 | 99.86% | 99.86% |
17.09.2015 | 1.50% | 0.68 | 0.69 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 660'855 | 670'855 | 99.98% | 99.98% |
16.09.2015 | 1.57% | 0.62 | 0.63 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 630'812 | 640'812 | 99.91% | 99.91% |
15.09.2015 | 1.72% | 0.60 | 0.61 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 575'482 | 585'482 | 99.80% | 99.80% |
14.09.2015 | 1.84% | 0.52 | 0.53 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 537'978 | 547'978 | 99.77% | 99.77% |
11.09.2015 | 1.84% | 0.54 | 0.55 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 538'246 | 548'246 | 99.69% | 99.69% |
10.09.2015 | 1.77% | 0.55 | 0.56 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 561'759 | 571'759 | 99.64% | 99.64% |
09.09.2015 | 1.70% | 0.57 | 0.58 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 584'318 | 594'318 | 99.93% | 99.93% |
08.09.2015 | 1.89% | 0.51 | 0.52 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 524'910 | 534'910 | 99.88% | 99.88% |