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 | 51.30% | 0.01 | 0.03 | 500'000 | 50'000 | 500'000 | 50'000 | 15'365 | 2'537 | 100.00% | 100.00% |
17.09.2015 | 49.69% | 0.05 | 0.07 | 500'000 | 50'000 | 500'000 | 33'483 | 24'625 | 2'623 | 99.24% | 99.24% |
16.09.2015 | 76.74% | 0.06 | 0.10 | 500'000 | 25'000 | 500'000 | 45'236 | 10'533 | 1'882 | 99.99% | 99.99% |
15.09.2015 | 52.14% | 0.03 | 0.05 | 500'000 | 50'000 | 500'000 | 50'000 | 14'576 | 2'458 | 99.99% | 99.99% |
14.09.2015 | 76.12% | 0.01 | 0.03 | 500'000 | 50'000 | 500'000 | 50'000 | 8'834 | 1'883 | 98.40% | 98.40% |
11.09.2015 | 47.25% | 0.03 | 0.05 | 500'000 | 50'000 | 500'000 | 50'000 | 16'498 | 2'650 | 99.98% | 99.98% |
10.09.2015 | 36.58% | 0.04 | 0.06 | 500'000 | 50'000 | 500'000 | 50'000 | 22'848 | 3'285 | 97.24% | 97.24% |
09.09.2015 | 47.79% | 0.08 | 0.10 | 500'000 | 50'000 | 500'000 | 25'309 | 32'167 | 2'633 | 100.00% | 100.00% |
08.09.2015 | 59.32% | 0.05 | 0.09 | 500'000 | 25'000 | 500'000 | 25'000 | 24'265 | 2'213 | 99.98% | 99.98% |