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 | 3.67% | 0.56 | 0.60 | 100'000 | 5'000 | 100'000 | 57'250 | 56'958 | 33'526 | 81.34% | 81.34% |
17.09.2015 | 2.10% | 0.51 | 0.52 | 300'000 | 300'000 | 181'887 | 181'887 | 86'877 | 88'696 | 87.90% | 87.90% |
16.09.2015 | 2.38% | 0.44 | 0.45 | 300'000 | 300'000 | 179'359 | 179'359 | 74'282 | 76'076 | 83.72% | 83.72% |
15.09.2015 | 2.43% | 0.44 | 0.45 | 300'000 | 300'000 | 179'657 | 179'657 | 73'237 | 75'034 | 85.32% | 85.32% |
14.09.2015 | 2.06% | 0.42 | 0.43 | 300'000 | 300'000 | 168'093 | 168'093 | 79'396 | 81'077 | 85.01% | 85.01% |
11.09.2015 | 2.38% | 0.45 | 0.46 | 300'000 | 300'000 | 182'258 | 182'258 | 77'108 | 78'930 | 89.32% | 89.32% |
10.09.2015 | 2.48% | 0.42 | 0.43 | 300'000 | 300'000 | 181'307 | 181'307 | 73'016 | 74'829 | 84.44% | 84.44% |
09.09.2015 | 2.22% | 0.47 | 0.48 | 300'000 | 300'000 | 177'007 | 177'007 | 79'589 | 81'359 | 73.09% | 73.09% |
08.09.2015 | 3.08% | 0.38 | 0.39 | 300'000 | 300'000 | 213'193 | 213'193 | 68'829 | 70'961 | 83.76% | 83.76% |