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 | 28.74% | 0.03 | 0.04 | 250'000 | 250'000 | 250'000 | 250'000 | 7'462 | 9'962 | 97.94% | 97.94% |
17.09.2015 | 19.17% | 0.04 | 0.05 | 150'000 | 150'000 | 131'172 | 131'172 | 6'347 | 7'658 | 98.96% | 98.96% |
16.09.2015 | 20.43% | 0.07 | 0.08 | 200'000 | 200'000 | 275'254 | 275'254 | 12'111 | 14'864 | 99.07% | 99.07% |
15.09.2015 | 22.83% | 0.05 | 0.06 | 450'000 | 450'000 | 487'752 | 487'752 | 19'124 | 24'002 | 99.04% | 99.04% |
14.09.2015 | 18.98% | 0.05 | 0.06 | 350'000 | 350'000 | 255'709 | 255'709 | 12'281 | 14'838 | 99.47% | 99.47% |
11.09.2015 | 13.64% | 0.06 | 0.07 | 200'000 | 200'000 | 181'263 | 181'263 | 12'430 | 14'243 | 99.69% | 99.69% |
10.09.2015 | 17.00% | 0.06 | 0.07 | 200'000 | 200'000 | 200'000 | 200'000 | 10'986 | 12'986 | 98.29% | 98.29% |
09.09.2015 | 10.11% | 0.08 | 0.09 | 100'000 | 100'000 | 118'916 | 118'916 | 11'250 | 12'440 | 99.39% | 99.39% |
08.09.2015 | 20.11% | 0.05 | 0.06 | 250'000 | 250'000 | 249'990 | 249'990 | 11'177 | 13'676 | 99.38% | 99.38% |