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 | 1.67% | 1.38 | 1.40 | 250'000 | 250'000 | 250'000 | 250'000 | 298'739 | 303'739 | 94.85% | 94.85% |
17.09.2015 | 1.21% | 0.85 | 0.86 | 250'000 | 250'000 | 250'000 | 250'000 | 205'522 | 208'022 | 99.17% | 99.17% |
16.09.2015 | 1.22% | 0.87 | 0.88 | 250'000 | 250'000 | 269'748 | 269'748 | 219'744 | 222'441 | 99.22% | 99.22% |
15.09.2015 | 0.96% | 0.86 | 0.87 | 250'000 | 250'000 | 270'897 | 270'897 | 283'168 | 285'877 | 94.73% | 94.73% |
14.09.2015 | 0.96% | 1.00 | 1.01 | 300'000 | 300'000 | 300'000 | 300'000 | 312'797 | 315'797 | 99.44% | 99.44% |
11.09.2015 | 0.91% | 1.05 | 1.06 | 300'000 | 300'000 | 300'000 | 300'000 | 327'570 | 330'570 | 98.30% | 98.30% |
10.09.2015 | 1.10% | 0.92 | 0.93 | 300'000 | 300'000 | 300'000 | 300'000 | 272'727 | 275'727 | 99.25% | 99.25% |
09.09.2015 | 1.68% | 0.74 | 0.75 | 400'000 | 400'000 | 400'000 | 400'000 | 237'938 | 241'938 | 99.31% | 99.31% |
08.09.2015 | 1.24% | 0.88 | 0.89 | 350'000 | 350'000 | 330'115 | 330'115 | 265'592 | 268'893 | 99.23% | 99.23% |