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 | 14.91% | 0.16 | 0.19 | 350'000 | 350'000 | 281'938 | 281'938 | 52'465 | 60'923 | 93.73% | 93.73% |
17.09.2015 | 4.78% | 0.20 | 0.21 | 250'000 | 250'000 | 265'772 | 265'772 | 54'254 | 56'911 | 91.39% | 91.39% |
16.09.2015 | 4.50% | 0.23 | 0.24 | 250'000 | 250'000 | 250'000 | 250'000 | 54'355 | 56'855 | 95.25% | 95.25% |
15.09.2015 | 8.11% | 0.17 | 0.18 | 300'000 | 300'000 | 454'608 | 454'608 | 53'744 | 58'290 | 97.83% | 97.83% |
14.09.2015 | 7.11% | 0.11 | 0.12 | 500'000 | 500'000 | 398'479 | 398'479 | 53'997 | 57'982 | 99.32% | 99.32% |
11.09.2015 | 8.00% | 0.12 | 0.13 | 450'000 | 450'000 | 448'197 | 448'197 | 53'724 | 58'206 | 94.07% | 94.07% |
10.09.2015 | 7.34% | 0.14 | 0.15 | 400'000 | 400'000 | 410'975 | 410'975 | 54'012 | 58'122 | 91.30% | 91.30% |
09.09.2015 | 5.59% | 0.16 | 0.17 | 350'000 | 350'000 | 309'393 | 309'393 | 53'829 | 56'923 | 95.03% | 95.03% |
08.09.2015 | 8.16% | 0.13 | 0.14 | 400'000 | 400'000 | 452'881 | 452'881 | 53'322 | 57'851 | 96.00% | 96.00% |