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 | 18.08% | 0.05 | 0.07 | 500'000 | 300'000 | 498'599 | 300'000 | 39'759 | 28'553 | 96.55% | 96.55% |
17.09.2015 | 10.86% | 0.13 | 0.14 | 390'000 | 300'000 | 371'093 | 299'221 | 50'630 | 45'854 | 98.47% | 98.47% |
16.09.2015 | 13.49% | 0.12 | 0.14 | 420'000 | 300'000 | 440'450 | 300'000 | 50'523 | 39'471 | 99.08% | 99.08% |
15.09.2015 | 17.20% | 0.09 | 0.11 | 500'000 | 300'000 | 499'970 | 300'000 | 40'485 | 28'843 | 99.53% | 99.53% |
14.09.2015 | 13.97% | 0.07 | 0.09 | 500'000 | 300'000 | 460'107 | 300'000 | 47'907 | 36'348 | 98.58% | 98.58% |
11.09.2015 | 12.90% | 0.12 | 0.13 | 420'000 | 300'000 | 481'681 | 300'000 | 48'953 | 34'843 | 100.00% | 100.00% |
10.09.2015 | 8.96% | 0.14 | 0.15 | 360'000 | 300'000 | 322'600 | 300'000 | 52'336 | 53'542 | 98.63% | 98.63% |
09.09.2015 | 7.45% | 0.18 | 0.19 | 300'000 | 300'000 | 300'260 | 300'000 | 59'758 | 64'315 | 100.00% | 100.00% |
08.09.2015 | 9.12% | 0.13 | 0.15 | 390'000 | 300'000 | 320'926 | 300'000 | 51'544 | 53'063 | 100.00% | 100.00% |