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 | 2.70% | 0.94 | 0.96 | 250'000 | 250'000 | 250'000 | 250'000 | 186'299 | 191'299 | 92.65% | 92.65% |
17.09.2015 | 2.36% | 0.45 | 0.46 | 350'000 | 350'000 | 330'043 | 330'043 | 138'579 | 141'880 | 99.18% | 99.18% |
16.09.2015 | 2.37% | 0.46 | 0.47 | 350'000 | 350'000 | 369'197 | 369'197 | 155'911 | 159'603 | 97.10% | 97.10% |
15.09.2015 | 1.59% | 0.46 | 0.47 | 300'000 | 300'000 | 320'915 | 320'915 | 203'517 | 206'727 | 94.55% | 94.55% |
14.09.2015 | 1.53% | 0.61 | 0.62 | 350'000 | 350'000 | 350'000 | 350'000 | 227'997 | 231'497 | 98.84% | 98.84% |
11.09.2015 | 1.39% | 0.67 | 0.68 | 350'000 | 350'000 | 350'000 | 350'000 | 251'288 | 254'788 | 98.32% | 98.32% |
10.09.2015 | 1.70% | 0.59 | 0.60 | 400'000 | 400'000 | 400'000 | 400'000 | 235'156 | 239'156 | 99.25% | 99.25% |
09.09.2015 | 2.76% | 0.46 | 0.47 | 550'000 | 550'000 | 569'880 | 569'881 | 205'480 | 211'178 | 99.31% | 99.31% |
08.09.2015 | 1.90% | 0.57 | 0.58 | 450'000 | 450'000 | 430'119 | 430'119 | 224'578 | 228'879 | 99.24% | 99.24% |