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 | - | - |
11.09.2015 | - | - | 0.05 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
10.09.2015 | 70.19% | 0.05 | 0.09 | 500'000 | 500'000 | 460'233 | 460'284 | 17'925 | 36'339 | 99.12% | 99.12% |
09.09.2015 | 29.23% | 0.03 | 0.04 | 700'000 | 700'000 | 719'569 | 719'508 | 21'858 | 29'052 | 98.02% | 98.02% |
08.09.2015 | 4.19% | 0.23 | 0.24 | 200'000 | 200'000 | 180'597 | 180'597 | 42'460 | 44'266 | 98.66% | 98.66% |
07.09.2015 | 3.25% | 0.29 | 0.30 | 150'000 | 150'000 | 169'803 | 169'803 | 51'758 | 53'456 | 100.00% | 100.00% |
04.09.2015 | 2.12% | 0.47 | 0.48 | 150'000 | 150'000 | 150'661 | 150'661 | 70'482 | 71'989 | 90.79% | 90.79% |
03.09.2015 | 4.85% | 0.17 | 0.18 | 250'000 | 250'000 | 250'000 | 250'000 | 50'831 | 53'331 | 90.07% | 90.07% |
02.09.2015 | 3.03% | 0.34 | 0.35 | 250'000 | 250'000 | 250'000 | 250'000 | 81'610 | 84'110 | 96.38% | 96.38% |
01.09.2015 | 2.38% | 0.42 | 0.43 | 200'000 | 200'000 | 223'450 | 223'450 | 93'611 | 95'845 | 84.30% | 84.30% |