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 | - | - |
25.08.2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
24.08.2015 | - | 0.01 | 0.04 | 80'000 | 80'000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21.08.2015 | 1.34% | 0.49 | 0.50 | 400'000 | 400'000 | 399'996 | 399'996 | 301'492 | 305'493 | 99.09% | 99.09% |
20.08.2015 | 0.84% | 1.05 | 1.06 | 400'000 | 400'000 | 400'000 | 400'000 | 477'197 | 481'197 | 98.65% | 98.65% |
19.08.2015 | 0.69% | 1.35 | 1.36 | 400'000 | 400'000 | 400'000 | 400'000 | 580'606 | 584'606 | 99.68% | 99.68% |
18.08.2015 | 0.61% | 1.66 | 1.67 | 400'000 | 400'000 | 400'000 | 400'000 | 650'265 | 654'265 | 99.09% | 99.09% |
17.08.2015 | 0.63% | 1.65 | 1.66 | 400'000 | 400'000 | 400'000 | 400'000 | 630'303 | 634'303 | 98.67% | 98.67% |
14.08.2015 | 0.64% | 1.52 | 1.53 | 400'000 | 400'000 | 400'000 | 400'000 | 618'893 | 622'893 | 99.63% | 99.63% |
13.08.2015 | 0.64% | 1.52 | 1.53 | 400'000 | 400'000 | 400'000 | 400'000 | 626'644 | 630'644 | 98.53% | 98.53% |