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 | - | - |
21.08.2015 | 1.37% | 1.36 | 1.38 | 250'000 | 250'000 | 250'000 | 250'000 | 345'628 | 350'339 | 98.59% | 98.59% |
20.08.2015 | 1.04% | 1.23 | 1.24 | 250'000 | 250'000 | 250'000 | 250'000 | 240'881 | 243'381 | 97.03% | 97.03% |
19.08.2015 | 1.82% | 0.71 | 0.72 | 300'000 | 300'000 | 300'512 | 300'512 | 165'631 | 168'636 | 97.61% | 97.61% |
18.08.2015 | 3.26% | 0.27 | 0.28 | 400'000 | 400'000 | 400'000 | 400'000 | 121'649 | 125'649 | 99.75% | 99.75% |
17.08.2015 | 3.55% | 0.28 | 0.29 | 550'000 | 550'000 | 589'930 | 589'930 | 173'068 | 178'967 | 98.90% | 98.90% |
14.08.2015 | 3.27% | 0.32 | 0.33 | 500'000 | 500'000 | 519'824 | 519'824 | 159'103 | 164'301 | 99.72% | 99.72% |
13.08.2015 | 3.99% | 0.36 | 0.37 | 650'000 | 650'000 | 629'968 | 629'968 | 158'446 | 164'745 | 98.82% | 98.82% |
12.08.2015 | 2.71% | 0.50 | 0.51 | 550'000 | 550'000 | 569'261 | 569'262 | 211'064 | 216'757 | 96.82% | 96.82% |
11.08.2015 | 14.20% | 0.12 | 0.13 | 750'000 | 750'000 | 750'000 | 750'000 | 55'656 | 63'156 | 99.70% | 99.70% |