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 | 43.92% | 0.03 | 0.04 | 100'000 | 100'000 | 100'000 | 100'000 | 1'996 | 3'108 | 98.33% | 98.33% |
17.09.2015 | 62.81% | 0.01 | 0.02 | 100'000 | 100'000 | 100'000 | 100'000 | 1'144 | 2'144 | 100.00% | 100.00% |
16.09.2015 | 39.86% | 0.02 | 0.03 | 100'000 | 100'000 | 100'000 | 100'000 | 2'013 | 3'013 | 99.97% | 99.97% |
15.09.2015 | 17.17% | 0.05 | 0.06 | 100'000 | 100'000 | 100'000 | 100'000 | 5'528 | 6'558 | 99.77% | 99.77% |
14.09.2015 | 19.17% | 0.05 | 0.06 | 100'000 | 100'000 | 100'000 | 100'000 | 4'823 | 5'823 | 99.92% | 99.92% |
11.09.2015 | 14.33% | 0.07 | 0.08 | 100'000 | 100'000 | 100'000 | 100'000 | 6'577 | 7'587 | 99.75% | 99.75% |
10.09.2015 | 18.95% | 0.05 | 0.06 | 100'000 | 100'000 | 100'000 | 100'000 | 4'849 | 5'849 | 99.96% | 99.96% |
09.09.2015 | 26.64% | 0.04 | 0.05 | 100'000 | 100'000 | 100'000 | 100'000 | 3'305 | 4'305 | 99.50% | 99.50% |
08.09.2015 | 14.79% | 0.06 | 0.07 | 100'000 | 100'000 | 100'000 | 100'000 | 6'376 | 7'389 | 99.96% | 99.96% |