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 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 98.60% |
17.09.2015 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16.09.2015 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 97.16% |
15.09.2015 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 978'391 | 1'000'000 | 9'784 | 20'000 | 0.84% | 99.83% |
14.09.2015 | 52.96% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 15'139 | 25'139 | 89.82% | 99.91% |
11.09.2015 | 40.04% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 999'962 | 1'000'000 | 19'999 | 30'000 | 98.11% | 98.11% |
10.09.2015 | 28.99% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 29'640 | 39'640 | 99.95% | 99.95% |
09.09.2015 | 20.47% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 44'954 | 54'954 | 99.50% | 99.50% |
08.09.2015 | 20.13% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 999'999 | 1'000'000 | 45'308 | 55'308 | 98.66% | 98.66% |