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 | 1.27% | 0.75 | 0.76 | 80'000 | 80'000 | 80'000 | 80'000 | 62'625 | 63'425 | 100.00% | 100.00% |
17.09.2015 | 1.21% | 0.80 | 0.81 | 80'000 | 80'000 | 80'000 | 80'000 | 65'935 | 66'735 | 99.79% | 99.79% |
16.09.2015 | 1.15% | 0.85 | 0.86 | 80'000 | 80'000 | 80'000 | 80'000 | 68'897 | 69'697 | 99.88% | 99.88% |
15.09.2015 | 1.22% | 0.85 | 0.86 | 80'000 | 80'000 | 80'000 | 80'000 | 65'160 | 65'960 | 99.55% | 99.55% |
14.09.2015 | 1.20% | 0.79 | 0.80 | 80'000 | 80'000 | 80'000 | 80'000 | 66'513 | 67'313 | 100.00% | 100.00% |
11.09.2015 | 1.24% | 0.84 | 0.85 | 80'000 | 80'000 | 80'000 | 80'000 | 64'094 | 64'894 | 99.53% | 99.53% |
10.09.2015 | 1.18% | 0.81 | 0.82 | 80'000 | 80'000 | 80'000 | 80'000 | 67'557 | 68'357 | 99.76% | 99.76% |
09.09.2015 | 1.11% | 0.87 | 0.88 | 80'000 | 80'000 | 80'000 | 80'000 | 71'604 | 72'404 | 100.00% | 100.00% |
08.09.2015 | 1.15% | 0.83 | 0.84 | 160'000 | 160'000 | 160'000 | 160'000 | 138'820 | 140'420 | 100.00% | 100.00% |