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 | 1.47% | 0.73 | 0.74 | 70'000 | 50'000 | 72'193 | 50'000 | 52'474 | 36'923 | 99.82% | 99.82% |
17.09.2015 | 1.60% | 0.66 | 0.67 | 80'000 | 50'000 | 80'000 | 49'873 | 53'463 | 33'865 | 100.00% | 100.00% |
16.09.2015 | 1.59% | 0.68 | 0.69 | 80'000 | 50'000 | 80'000 | 50'000 | 55'227 | 35'069 | 100.00% | 100.00% |
15.09.2015 | 1.49% | 0.68 | 0.69 | 80'000 | 50'000 | 71'368 | 50'000 | 52'204 | 37'157 | 99.90% | 99.90% |
14.09.2015 | 1.59% | 0.68 | 0.69 | 80'000 | 50'000 | 80'698 | 50'000 | 53'514 | 33'709 | 100.00% | 100.00% |
11.09.2015 | 1.57% | 0.66 | 0.67 | 80'000 | 50'000 | 79'909 | 50'000 | 54'225 | 34'468 | 100.00% | 100.00% |
10.09.2015 | 1.64% | 0.69 | 0.70 | 80'000 | 50'000 | 80'000 | 50'000 | 52'549 | 33'387 | 97.28% | 97.28% |
09.09.2015 | 1.81% | 0.63 | 0.64 | 80'000 | 50'000 | 86'108 | 50'000 | 53'474 | 31'643 | 99.44% | 99.44% |
08.09.2015 | 1.74% | 0.66 | 0.67 | 80'000 | 50'000 | 80'000 | 50'000 | 51'092 | 32'493 | 99.22% | 99.22% |