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 | - | - |
16.07.2015 | 1.21% | 0.88 | 0.89 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 827'990 | 838'044 | 99.73% | 99.73% |
15.07.2015 | 1.53% | 0.68 | 0.69 | 1'000'000 | 1'000'000 | 999'993 | 999'993 | 648'880 | 658'897 | 99.80% | 99.80% |
14.07.2015 | 1.81% | 0.65 | 0.66 | 992'183 | 1'000'000 | 999'969 | 999'973 | 550'278 | 560'313 | 99.95% | 99.95% |
13.07.2015 | 1.99% | 0.55 | 0.56 | 1'000'000 | 1'000'000 | 999'968 | 999'978 | 497'371 | 507'381 | 99.69% | 99.69% |
10.07.2015 | 2.80% | 0.38 | 0.39 | 1'000'000 | 1'000'000 | 999'969 | 999'991 | 354'545 | 364'554 | 99.70% | 99.70% |
09.07.2015 | 4.49% | 0.25 | 0.26 | 1'000'000 | 1'000'000 | 999'988 | 999'988 | 221'451 | 231'451 | 98.57% | 98.57% |
08.07.2015 | 7.20% | 0.15 | 0.16 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 134'567 | 144'567 | 99.77% | 99.77% |
07.07.2015 | 6.27% | 0.12 | 0.13 | 1'000'000 | 1'000'000 | 999'991 | 1'000'000 | 156'535 | 166'537 | 99.58% | 99.58% |
06.07.2015 | 4.62% | 0.22 | 0.23 | 1'000'000 | 1'000'000 | 999'992 | 999'996 | 212'276 | 222'276 | 99.53% | 99.53% |