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 | 22.74% | 0.06 | 0.07 | 50'000 | 50'000 | 50'000 | 50'000 | 2'087 | 2'587 | 95.92% | 95.92% |
17.09.2015 | 66.67% | 0.01 | 0.02 | 150'000 | 150'000 | 190'053 | 190'053 | 1'901 | 3'801 | 100.00% | 100.00% |
16.09.2015 | 38.84% | 0.02 | 0.03 | 150'000 | 150'000 | 164'324 | 164'324 | 3'438 | 5'082 | 99.97% | 99.97% |
15.09.2015 | 21.31% | 0.03 | 0.04 | 150'000 | 150'000 | 146'796 | 146'796 | 6'265 | 7'733 | 99.97% | 99.97% |
14.09.2015 | 24.49% | 0.04 | 0.05 | 150'000 | 150'000 | 152'682 | 152'682 | 5'567 | 7'094 | 100.00% | 100.00% |
11.09.2015 | 23.05% | 0.04 | 0.05 | 150'000 | 150'000 | 156'677 | 156'677 | 6'020 | 7'586 | 99.94% | 99.94% |
10.09.2015 | 37.39% | 0.03 | 0.04 | 200'000 | 200'000 | 240'189 | 240'189 | 5'277 | 7'679 | 100.00% | 100.00% |
09.09.2015 | 40.02% | 0.02 | 0.03 | 250'000 | 250'000 | 250'000 | 250'000 | 4'999 | 7'499 | 100.00% | 100.00% |
08.09.2015 | 29.82% | 0.03 | 0.04 | 200'000 | 200'000 | 236'856 | 236'856 | 6'842 | 9'211 | 100.00% | 100.00% |