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 | 41.27% | 0.04 | 0.06 | 200'000 | 200'000 | 199'988 | 200'000 | 7'832 | 11'832 | 100.00% | 100.00% |
17.09.2015 | 16.84% | 0.08 | 0.10 | 200'000 | 200'000 | 200'466 | 200'605 | 13'459 | 15'987 | 99.99% | 99.99% |
16.09.2015 | 17.82% | 0.08 | 0.10 | 200'000 | 200'000 | 241'080 | 241'080 | 13'059 | 15'604 | 99.84% | 99.95% |
15.09.2015 | 59.72% | 0.03 | 0.04 | 300'000 | 300'000 | 349'365 | 349'365 | 4'585 | 8'078 | 99.95% | 99.95% |
14.09.2015 | 59.76% | 0.02 | 0.03 | 350'000 | 350'000 | 350'000 | 350'000 | 4'406 | 7'906 | 100.00% | 100.00% |
11.09.2015 | 30.22% | 0.01 | 0.02 | 350'000 | 350'000 | 350'000 | 350'000 | 10'355 | 13'855 | 99.92% | 99.92% |
10.09.2015 | 28.76% | 0.02 | 0.03 | 350'000 | 350'000 | 349'975 | 349'975 | 10'501 | 14'001 | 100.00% | 100.00% |
09.09.2015 | 35.74% | 0.04 | 0.05 | 350'000 | 350'000 | 346'242 | 346'254 | 8'852 | 12'315 | 100.00% | 100.00% |
08.09.2015 | 66.67% | 0.01 | 0.02 | 350'000 | 350'000 | 350'000 | 350'000 | 3'500 | 7'000 | 99.99% | 100.00% |