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 | - | 0.01 | 0.03 | 500'000 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.87% |
17.09.2015 | 23.01% | 0.04 | 0.05 | 500'000 | 500'000 | 500'000 | 500'000 | 20'513 | 25'547 | 97.03% | 97.03% |
16.09.2015 | 30.12% | 0.03 | 0.04 | 500'000 | 500'000 | 497'203 | 497'203 | 15'795 | 20'924 | 16.46% | 93.51% |
15.09.2015 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 98.32% |
14.09.2015 | 100.00% | 0.01 | 0.03 | 500'000 | 500'000 | 491'454 | 491'454 | 4'915 | 14'744 | 7.98% | 76.03% |
11.09.2015 | 16.66% | 0.05 | 0.06 | 500'000 | 500'000 | 500'000 | 500'000 | 27'781 | 32'781 | 95.01% | 95.01% |
10.09.2015 | 9.66% | 0.07 | 0.08 | 500'000 | 500'000 | 485'401 | 485'401 | 48'947 | 53'801 | 94.44% | 94.44% |
09.09.2015 | 11.12% | 0.17 | 0.18 | 300'000 | 300'000 | 476'712 | 476'712 | 41'689 | 46'456 | 97.25% | 97.25% |
08.09.2015 | 5.61% | 0.10 | 0.11 | 500'000 | 500'000 | 313'154 | 313'154 | 54'189 | 57'320 | 92.64% | 92.64% |