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 | 66.67% | 0.01 | 0.01 | 500'000 | 100'000 | 498'212 | 498'787 | 4'982 | 9'976 | 27.21% | 99.24% |
17.09.2015 | 23.50% | 0.05 | 0.06 | 500'000 | 500'000 | 499'999 | 499'958 | 28'793 | 36'572 | 100.00% | 100.00% |
16.09.2015 | 20.36% | 0.08 | 0.10 | 500'000 | 500'000 | 500'000 | 500'000 | 44'369 | 54'286 | 99.89% | 99.89% |
15.09.2015 | 14.79% | 0.09 | 0.11 | 500'000 | 500'000 | 499'880 | 500'000 | 36'803 | 42'743 | 100.00% | 100.00% |
14.09.2015 | 15.11% | 0.07 | 0.08 | 500'000 | 500'000 | 500'000 | 500'000 | 46'733 | 54'539 | 77.14% | 77.14% |
11.09.2015 | 11.84% | 0.11 | 0.13 | 500'000 | 500'000 | 499'989 | 500'000 | 48'784 | 55'057 | 99.45% | 99.45% |
10.09.2015 | 13.14% | 0.11 | 0.12 | 500'000 | 500'000 | 500'000 | 500'000 | 64'133 | 73'215 | 98.60% | 98.60% |
09.09.2015 | 11.36% | 0.14 | 0.16 | 500'000 | 500'000 | 500'000 | 500'000 | 83'719 | 93'719 | 100.00% | 100.00% |
08.09.2015 | 11.82% | 0.13 | 0.15 | 500'000 | 500'000 | 500'000 | 500'000 | 80'623 | 90'623 | 95.60% | 95.60% |