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 | - | - |
16.10.2015 | - | - | 0.03 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 99.87% |
15.10.2015 | 17.21% | 0.06 | 0.08 | 700'000 | 700'000 | 601'826 | 601'827 | 38'469 | 45'319 | 97.33% | 97.33% |
14.10.2015 | 4.77% | 0.26 | 0.27 | 400'000 | 400'000 | 400'000 | 400'000 | 85'602 | 89'602 | 98.57% | 98.57% |
13.10.2015 | 4.95% | 0.13 | 0.14 | 500'000 | 500'000 | 540'920 | 540'921 | 109'393 | 114'802 | 95.59% | 95.59% |
12.10.2015 | 8.53% | 0.11 | 0.12 | 750'000 | 750'000 | 750'000 | 750'000 | 85'761 | 93'261 | 100.00% | 100.00% |
09.10.2015 | 5.81% | 0.16 | 0.17 | 700'000 | 700'000 | 679'679 | 679'679 | 114'617 | 121'414 | 100.00% | 100.00% |
08.10.2015 | 2.87% | 0.32 | 0.33 | 500'000 | 500'000 | 480'083 | 480'083 | 165'369 | 170'170 | 99.16% | 99.16% |
07.10.2015 | 3.15% | 0.37 | 0.38 | 500'000 | 500'000 | 480'707 | 480'707 | 151'269 | 156'076 | 99.89% | 99.89% |
06.10.2015 | 1.83% | 0.46 | 0.47 | 400'000 | 400'000 | 380'220 | 380'220 | 207'754 | 211'557 | 99.77% | 99.77% |