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 | - | - |
17.07.2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
16.07.2015 | 18.02% | 0.02 | 0.05 | 400'000 | 400'000 | 399'894 | 399'793 | 43'628 | 48'490 | 16.16% | 16.16% |
15.07.2015 | 4.07% | 0.21 | 0.22 | 400'000 | 400'000 | 399'996 | 399'972 | 97'136 | 101'130 | 99.90% | 99.90% |
14.07.2015 | 2.80% | 0.25 | 0.26 | 400'000 | 400'000 | 435'206 | 435'141 | 156'699 | 161'028 | 99.85% | 99.85% |
13.07.2015 | 2.25% | 0.38 | 0.39 | 500'000 | 500'000 | 499'967 | 499'947 | 220'094 | 225'085 | 99.01% | 99.01% |
10.07.2015 | 1.45% | 0.65 | 0.66 | 500'000 | 500'000 | 500'000 | 499'988 | 343'834 | 348'826 | 99.45% | 99.45% |
09.07.2015 | 1.03% | 0.91 | 0.92 | 500'000 | 500'000 | 500'000 | 500'000 | 484'495 | 489'495 | 97.99% | 97.99% |
08.07.2015 | 0.82% | 1.16 | 1.17 | 500'000 | 500'000 | 500'000 | 500'000 | 606'687 | 611'687 | 98.65% | 98.65% |
07.07.2015 | 0.85% | 1.27 | 1.28 | 500'000 | 500'000 | 500'000 | 500'000 | 583'879 | 588'879 | 93.77% | 93.77% |