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 | 50.61% | 0.01 | 0.01 | 500'000 | 300'000 | 500'000 | 300'000 | 11'356 | 10'941 | 51.94% | 96.47% |
17.09.2015 | 18.47% | 0.07 | 0.08 | 500'000 | 300'000 | 499'551 | 299'223 | 39'052 | 28'049 | 98.46% | 98.46% |
16.09.2015 | 19.70% | 0.07 | 0.08 | 500'000 | 300'000 | 500'000 | 300'000 | 30'963 | 22'646 | 98.77% | 98.77% |
15.09.2015 | 31.50% | 0.05 | 0.06 | 500'000 | 300'000 | 500'000 | 300'000 | 19'817 | 16'238 | 99.53% | 99.53% |
14.09.2015 | 21.25% | 0.04 | 0.05 | 500'000 | 300'000 | 500'000 | 300'000 | 32'071 | 23'583 | 98.61% | 98.61% |
11.09.2015 | 22.12% | 0.08 | 0.09 | 500'000 | 300'000 | 500'000 | 300'000 | 32'463 | 24'268 | 100.00% | 100.00% |
10.09.2015 | 11.17% | 0.10 | 0.12 | 500'000 | 300'000 | 406'149 | 300'000 | 50'545 | 42'407 | 98.52% | 98.52% |
09.09.2015 | 8.68% | 0.14 | 0.16 | 360'000 | 300'000 | 317'355 | 300'000 | 52'077 | 53'996 | 100.00% | 100.00% |
08.09.2015 | 11.11% | 0.10 | 0.12 | 500'000 | 300'000 | 394'808 | 300'000 | 50'545 | 43'409 | 99.89% | 99.89% |