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 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 98.85% |
17.09.2015 | 25.48% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 17'517 | 22'517 | 97.81% | 97.81% |
16.09.2015 | 24.75% | 0.04 | 0.05 | 500'000 | 500'000 | 500'000 | 500'000 | 18'012 | 23'012 | 97.76% | 97.76% |
15.09.2015 | 82.89% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 6'712 | 15'354 | 97.74% | 97.74% |
14.09.2015 | 55.25% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 8'729 | 15'000 | 98.49% | 98.49% |
11.09.2015 | 31.35% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 13'783 | 18'783 | 98.00% | 98.00% |
10.09.2015 | 23.53% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 19'120 | 24'120 | 97.82% | 97.82% |
09.09.2015 | 14.08% | 0.05 | 0.06 | 500'000 | 500'000 | 500'000 | 500'000 | 33'424 | 38'424 | 98.11% | 98.11% |
08.09.2015 | 13.84% | 0.06 | 0.07 | 500'000 | 500'000 | 500'000 | 500'000 | 33'828 | 38'828 | 98.77% | 98.77% |