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 | 5.85% | 0.14 | 0.15 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 168'233 | 178'252 | 98.01% | 98.01% |
17.09.2015 | 4.61% | 0.19 | 0.20 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 213'096 | 223'099 | 99.98% | 99.98% |
16.09.2015 | 3.91% | 0.24 | 0.25 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 251'880 | 261'889 | 97.01% | 97.01% |
15.09.2015 | 4.62% | 0.24 | 0.25 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 212'173 | 222'175 | 99.50% | 99.50% |
14.09.2015 | 4.29% | 0.20 | 0.21 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 230'571 | 240'617 | 99.87% | 99.87% |
11.09.2015 | 4.52% | 0.25 | 0.26 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 217'985 | 227'985 | 97.97% | 97.97% |
10.09.2015 | 3.85% | 0.22 | 0.23 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 255'886 | 265'899 | 99.63% | 99.63% |
09.09.2015 | 3.28% | 0.27 | 0.28 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 300'362 | 310'364 | 99.35% | 99.35% |
08.09.2015 | 3.47% | 0.25 | 0.26 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 284'450 | 294'450 | 98.59% | 98.59% |