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 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 97.75% |
17.09.2015 | 66.67% | 0.01 | 0.01 | 100'000 | 100'000 | 488'603 | 488'603 | 4'886 | 9'772 | 4.79% | 100.00% |
16.09.2015 | 66.67% | 0.01 | 0.01 | 100'000 | 100'000 | 497'909 | 497'909 | 4'979 | 9'958 | 69.81% | 99.96% |
15.09.2015 | 37.77% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 11'606 | 16'606 | 99.98% | 99.98% |
14.09.2015 | 38.62% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 11'219 | 16'219 | 100.00% | 100.00% |
11.09.2015 | 56.21% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 6'961 | 11'961 | 99.79% | 99.79% |
10.09.2015 | 27.72% | 0.04 | 0.05 | 500'000 | 500'000 | 500'000 | 500'000 | 15'863 | 20'863 | 100.00% | 100.00% |
09.09.2015 | 43.90% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 9'269 | 14'269 | 100.00% | 100.00% |
08.09.2015 | 22.12% | 0.04 | 0.05 | 500'000 | 500'000 | 500'000 | 500'000 | 20'152 | 25'152 | 100.00% | 100.00% |