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 | 1.87% | 0.61 | 0.62 | 200'000 | 200'000 | 200'000 | 200'000 | 121'981 | 124'280 | 99.97% | 99.97% |
17.09.2015 | 2.24% | 0.51 | 0.53 | 200'000 | 200'000 | 198'581 | 198'581 | 101'910 | 104'195 | 85.33% | 85.33% |
16.09.2015 | 2.05% | 0.54 | 0.55 | 200'000 | 200'000 | 200'000 | 200'000 | 105'841 | 108'037 | 79.97% | 79.97% |
15.09.2015 | 1.92% | 0.52 | 0.53 | 200'000 | 200'000 | 200'000 | 200'000 | 110'728 | 112'876 | 70.15% | 70.15% |
14.09.2015 | 1.90% | 0.56 | 0.58 | 200'000 | 200'000 | 200'000 | 200'000 | 111'236 | 113'374 | 66.31% | 66.31% |
11.09.2015 | 2.06% | 0.53 | 0.54 | 200'000 | 200'000 | 200'000 | 200'000 | 107'017 | 109'250 | 51.86% | 51.86% |
10.09.2015 | 2.13% | 0.55 | 0.56 | 200'000 | 200'000 | 197'139 | 197'139 | 104'708 | 106'911 | 78.18% | 78.18% |
09.09.2015 | 2.20% | 0.50 | 0.51 | 200'000 | 200'000 | 200'000 | 200'000 | 97'766 | 99'939 | 68.00% | 68.00% |
08.09.2015 | 2.08% | 0.53 | 0.54 | 200'000 | 200'000 | 200'000 | 200'000 | 105'483 | 107'700 | 84.80% | 84.80% |