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 | - | - |
25.08.2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
24.08.2015 | - | 0.09 | 0.15 | 20'000 | 20'000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21.08.2015 | 3.20% | 0.23 | 0.24 | 200'000 | 200'000 | 200'000 | 200'000 | 61'965 | 63'965 | 100.00% | 100.00% |
20.08.2015 | 2.32% | 0.38 | 0.39 | 200'000 | 200'000 | 200'000 | 200'000 | 85'675 | 87'675 | 98.98% | 98.98% |
19.08.2015 | 1.98% | 0.47 | 0.48 | 200'000 | 200'000 | 200'000 | 200'000 | 99'911 | 101'911 | 99.74% | 99.74% |
18.08.2015 | 1.77% | 0.56 | 0.57 | 200'000 | 200'000 | 200'000 | 200'000 | 111'975 | 113'975 | 99.68% | 99.68% |
17.08.2015 | 1.86% | 0.56 | 0.57 | 200'000 | 200'000 | 200'000 | 200'000 | 106'623 | 108'623 | 99.67% | 99.67% |
14.08.2015 | 1.90% | 0.52 | 0.53 | 200'000 | 200'000 | 200'000 | 200'000 | 104'424 | 106'424 | 99.45% | 99.45% |
13.08.2015 | 1.80% | 0.52 | 0.53 | 200'000 | 200'000 | 199'972 | 200'000 | 110'521 | 112'537 | 99.66% | 99.66% |