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 | 4.63% | 0.64 | 0.67 | 300'000 | 300'000 | 300'000 | 300'000 | 189'892 | 198'892 | 100.00% | 100.00% |
17.09.2015 | 7.35% | 0.51 | 0.55 | 300'000 | 300'000 | 300'000 | 300'000 | 157'207 | 169'207 | 99.65% | 99.65% |
16.09.2015 | 8.32% | 0.50 | 0.54 | 300'000 | 300'000 | 300'000 | 300'000 | 138'608 | 150'608 | 99.72% | 99.72% |
15.09.2015 | 5.83% | 0.48 | 0.52 | 300'000 | 300'000 | 300'000 | 300'000 | 153'800 | 163'031 | 99.36% | 99.36% |
14.09.2015 | 4.02% | 0.50 | 0.53 | 300'000 | 300'000 | 556'570 | 556'570 | 293'246 | 304'813 | 100.00% | 100.00% |
11.09.2015 | 3.98% | 0.52 | 0.54 | 650'000 | 650'000 | 630'595 | 630'595 | 310'613 | 323'225 | 99.10% | 99.10% |
10.09.2015 | 4.69% | 0.47 | 0.49 | 650'000 | 650'000 | 650'000 | 650'000 | 270'678 | 283'678 | 99.03% | 99.03% |
09.09.2015 | 3.62% | 0.38 | 0.40 | 650'000 | 650'000 | 650'000 | 650'000 | 249'748 | 258'882 | 99.18% | 99.18% |
08.09.2015 | 2.50% | 0.40 | 0.41 | 650'000 | 650'000 | 650'000 | 650'000 | 256'878 | 263'378 | 99.97% | 99.97% |