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 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17.09.2015 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 99.82% |
16.09.2015 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 99.91% |
15.09.2015 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 99.69% |
14.09.2015 | 99.32% | 0.01 | 0.02 | 400'000 | 400'000 | 433'447 | 433'447 | 4'385 | 13'003 | 35.57% | 89.76% |
11.09.2015 | 79.92% | 0.02 | 0.03 | 420'000 | 420'000 | 403'401 | 403'401 | 5'424 | 12'102 | 77.78% | 82.74% |
10.09.2015 | 38.51% | 0.01 | 0.03 | 275'000 | 275'000 | 299'505 | 299'505 | 7'845 | 11'141 | 70.67% | 70.67% |
09.09.2015 | 22.80% | 0.03 | 0.04 | 230'000 | 230'000 | 223'633 | 223'633 | 8'795 | 11'032 | 95.16% | 95.16% |
08.09.2015 | 21.62% | 0.03 | 0.04 | 460'000 | 460'000 | 472'942 | 472'942 | 20'357 | 25'086 | 94.25% | 94.25% |