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 | 43.51% | 0.07 | 0.10 | 200'000 | 200'000 | 200'000 | 200'000 | 10'934 | 16'934 | 97.66% | 97.66% |
17.09.2015 | 52.18% | 0.05 | 0.09 | 225'000 | 225'000 | 225'000 | 225'000 | 12'841 | 21'841 | 99.39% | 99.39% |
16.09.2015 | 39.35% | 0.08 | 0.12 | 200'000 | 200'000 | 228'395 | 228'395 | 18'692 | 27'828 | 99.78% | 99.78% |
15.09.2015 | 34.76% | 0.06 | 0.10 | 250'000 | 250'000 | 240'290 | 240'290 | 17'607 | 25'008 | 99.25% | 99.25% |
14.09.2015 | 25.64% | 0.09 | 0.12 | 250'000 | 250'000 | 268'752 | 268'752 | 19'594 | 25'331 | 100.00% | 100.00% |
11.09.2015 | 24.41% | 0.07 | 0.09 | 350'000 | 350'000 | 311'924 | 311'924 | 22'577 | 28'815 | 98.75% | 98.75% |
10.09.2015 | 15.67% | 0.11 | 0.13 | 225'000 | 225'000 | 234'739 | 234'739 | 27'697 | 32'391 | 98.97% | 98.97% |
09.09.2015 | 9.54% | 0.13 | 0.15 | 225'000 | 225'000 | 225'702 | 225'702 | 31'537 | 34'654 | 98.99% | 98.99% |
08.09.2015 | 7.36% | 0.12 | 0.13 | 225'000 | 225'000 | 215'363 | 215'363 | 28'349 | 30'502 | 100.00% | 100.00% |