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 | - | - |
17.07.2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
16.07.2015 | 20.30% | 0.03 | 0.05 | 400'000 | 400'000 | 366'615 | 366'615 | 18'905 | 22'732 | 85.03% | 85.03% |
15.07.2015 | 4.83% | 0.18 | 0.19 | 300'000 | 300'000 | 280'238 | 280'238 | 56'800 | 59'603 | 99.89% | 99.89% |
14.07.2015 | 3.20% | 0.22 | 0.23 | 250'000 | 250'000 | 391'725 | 391'725 | 126'647 | 130'564 | 99.83% | 99.83% |
13.07.2015 | 2.50% | 0.34 | 0.35 | 650'000 | 650'000 | 650'000 | 650'000 | 257'810 | 264'310 | 88.23% | 88.23% |
10.07.2015 | 1.53% | 0.61 | 0.62 | 600'000 | 600'000 | 600'000 | 600'000 | 390'896 | 396'896 | 99.28% | 99.28% |
09.07.2015 | 1.07% | 0.86 | 0.87 | 550'000 | 550'000 | 550'000 | 550'000 | 511'320 | 516'820 | 97.82% | 97.82% |
08.07.2015 | 0.84% | 1.12 | 1.13 | 550'000 | 550'000 | 550'000 | 550'000 | 648'792 | 654'292 | 98.67% | 98.67% |
07.07.2015 | 0.88% | 1.23 | 1.24 | 550'000 | 550'000 | 550'000 | 550'000 | 620'734 | 626'234 | 93.44% | 93.44% |