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 | 1.25% | 0.80 | 0.81 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 795'864 | 805'864 | 99.77% | 99.77% |
17.09.2015 | 1.25% | 0.81 | 0.82 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 794'013 | 804'013 | 99.99% | 99.99% |
16.09.2015 | 1.30% | 0.76 | 0.77 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 763'788 | 773'788 | 99.88% | 99.88% |
15.09.2015 | 1.40% | 0.74 | 0.75 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 709'077 | 719'077 | 99.71% | 99.71% |
14.09.2015 | 1.48% | 0.65 | 0.66 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 671'147 | 681'147 | 99.81% | 99.81% |
11.09.2015 | 1.48% | 0.67 | 0.68 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 670'371 | 680'371 | 99.76% | 99.76% |
10.09.2015 | 1.43% | 0.69 | 0.70 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 693'713 | 703'713 | 99.66% | 99.66% |
09.09.2015 | 1.38% | 0.70 | 0.71 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 717'706 | 727'706 | 99.96% | 99.96% |
08.09.2015 | 1.51% | 0.64 | 0.65 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 655'651 | 665'651 | 99.90% | 99.90% |