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 | - | 0.01 | 0.03 | 140'000 | 180'000 | 0 | 0 | 0 | 0 | 0.00% | 96.83% |
17.09.2015 | 20.13% | 0.06 | 0.07 | 150'000 | 150'000 | 153'926 | 153'926 | 7'095 | 8'634 | 80.15% | 80.15% |
16.09.2015 | 16.17% | 0.06 | 0.07 | 140'000 | 140'000 | 139'999 | 140'000 | 8'091 | 9'491 | 92.83% | 92.83% |
15.09.2015 | 75.63% | 0.02 | 0.03 | 440'000 | 440'000 | 440'000 | 440'000 | 6'228 | 13'251 | 25.41% | 97.14% |
14.09.2015 | 61.37% | 0.01 | 0.02 | 310'000 | 310'000 | 254'005 | 254'005 | 5'065 | 8'998 | 59.10% | 86.44% |
11.09.2015 | 30.62% | 0.02 | 0.03 | 250'000 | 250'000 | 250'000 | 250'000 | 7'051 | 9'551 | 89.44% | 89.44% |
10.09.2015 | 23.61% | 0.04 | 0.05 | 220'000 | 220'000 | 211'648 | 211'648 | 8'070 | 10'187 | 89.01% | 89.01% |
09.09.2015 | 11.79% | 0.07 | 0.08 | 150'000 | 150'000 | 150'000 | 150'000 | 12'009 | 13'509 | 94.65% | 94.65% |
08.09.2015 | 12.55% | 0.06 | 0.07 | 170'000 | 170'000 | 178'259 | 178'259 | 13'383 | 15'166 | 97.52% | 97.52% |