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 | 38.02% | 0.40 | 0.50 | 200'000 | 200'000 | 201'622 | 201'622 | 46'765 | 66'928 | 93.00% | 93.00% |
17.09.2015 | 27.93% | 0.17 | 0.22 | 450'000 | 450'000 | 430'220 | 430'220 | 66'702 | 88'213 | 99.16% | 99.16% |
16.09.2015 | 24.60% | 0.17 | 0.22 | 400'000 | 400'000 | 400'000 | 400'000 | 71'714 | 91'714 | 99.72% | 99.72% |
15.09.2015 | 11.46% | 0.29 | 0.34 | 250'000 | 250'000 | 270'113 | 270'113 | 114'945 | 128'451 | 97.81% | 97.81% |
14.09.2015 | 11.11% | 0.42 | 0.47 | 300'000 | 300'000 | 300'000 | 300'000 | 128'380 | 143'380 | 97.35% | 97.35% |
11.09.2015 | 10.29% | 0.45 | 0.50 | 300'000 | 300'000 | 319'879 | 319'879 | 148'024 | 164'018 | 97.35% | 97.35% |
10.09.2015 | 13.48% | 0.37 | 0.42 | 400'000 | 400'000 | 400'000 | 400'000 | 140'278 | 160'278 | 97.25% | 97.25% |
09.09.2015 | 24.66% | 0.23 | 0.28 | 600'000 | 600'000 | 580'200 | 580'200 | 104'302 | 133'312 | 99.44% | 99.44% |
08.09.2015 | 14.43% | 0.37 | 0.42 | 450'000 | 450'000 | 430'269 | 430'269 | 138'997 | 160'511 | 99.40% | 99.40% |