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 | 3.32% | 0.51 | 0.53 | 100'000 | 50'000 | 103'246 | 50'000 | 51'830 | 25'966 | 36.83% | 36.83% |
17.09.2015 | 3.18% | 0.51 | 0.53 | 100'000 | 50'000 | 101'812 | 49'959 | 50'933 | 25'809 | 100.00% | 100.00% |
16.09.2015 | 3.21% | 0.52 | 0.53 | 100'000 | 50'000 | 97'358 | 50'000 | 52'556 | 27'902 | 100.00% | 100.00% |
15.09.2015 | 3.26% | 0.54 | 0.56 | 100'000 | 50'000 | 99'896 | 50'000 | 52'854 | 27'333 | 100.00% | 100.00% |
14.09.2015 | 3.44% | 0.49 | 0.51 | 110'000 | 50'000 | 103'202 | 50'000 | 51'608 | 25'900 | 100.00% | 100.00% |
11.09.2015 | 3.31% | 0.49 | 0.50 | 110'000 | 50'000 | 110'000 | 50'000 | 52'577 | 24'701 | 100.00% | 100.00% |
10.09.2015 | 3.92% | 0.44 | 0.46 | 120'000 | 50'000 | 125'906 | 50'000 | 51'922 | 21'465 | 98.64% | 98.64% |
09.09.2015 | 3.36% | 0.46 | 0.48 | 110'000 | 50'000 | 109'951 | 50'000 | 52'427 | 24'694 | 100.00% | 100.00% |
08.09.2015 | 3.34% | 0.47 | 0.49 | 110'000 | 50'000 | 103'010 | 50'000 | 51'868 | 26'060 | 100.00% | 100.00% |