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 | 2.10% | 0.46 | 0.47 | 200'000 | 200'000 | 200'000 | 200'000 | 94'128 | 96'128 | 100.00% | 100.00% |
17.09.2015 | 1.99% | 0.49 | 0.50 | 205'000 | 205'000 | 205'000 | 205'000 | 101'848 | 103'898 | 99.82% | 99.82% |
16.09.2015 | 2.03% | 0.49 | 0.50 | 205'000 | 205'000 | 205'000 | 205'000 | 99'899 | 101'949 | 99.88% | 99.88% |
15.09.2015 | 2.15% | 0.47 | 0.48 | 205'000 | 205'000 | 205'000 | 205'000 | 94'172 | 96'222 | 99.55% | 99.55% |
14.09.2015 | 2.10% | 0.45 | 0.46 | 205'000 | 205'000 | 205'000 | 205'000 | 96'662 | 98'712 | 100.00% | 100.00% |
11.09.2015 | 2.15% | 0.48 | 0.49 | 205'000 | 205'000 | 205'000 | 205'000 | 94'438 | 96'488 | 99.53% | 99.53% |
10.09.2015 | 1.98% | 0.49 | 0.50 | 205'000 | 205'000 | 207'039 | 207'039 | 103'784 | 105'855 | 99.75% | 99.75% |
09.09.2015 | 1.89% | 0.51 | 0.52 | 205'000 | 205'000 | 207'034 | 207'034 | 108'586 | 110'657 | 100.00% | 100.00% |
08.09.2015 | 2.01% | 0.48 | 0.49 | 410'000 | 410'000 | 410'000 | 410'000 | 202'404 | 206'504 | 100.00% | 100.00% |