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 | - | - |
15.10.2015 | - | - | 0.02 | 0 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 99.92% |
14.10.2015 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.90% |
13.10.2015 | 64.44% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'905 | 999'936 | 10'835 | 20'835 | 63.07% | 99.99% |
12.10.2015 | 32.06% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 999'965 | 999'879 | 27'962 | 37'959 | 100.00% | 100.00% |
09.10.2015 | 13.22% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 999'893 | 999'957 | 72'472 | 82'477 | 99.95% | 99.95% |
08.10.2015 | 12.51% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 999'920 | 999'783 | 75'907 | 85'896 | 99.93% | 99.93% |
07.10.2015 | 9.92% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 999'968 | 999'886 | 98'576 | 108'568 | 97.32% | 97.32% |
06.10.2015 | 5.19% | 0.17 | 0.18 | 1'000'000 | 1'000'000 | 999'951 | 999'963 | 189'046 | 199'049 | 99.98% | 99.98% |
05.10.2015 | 6.19% | 0.19 | 0.20 | 1'000'000 | 1'000'000 | 999'855 | 999'999 | 158'369 | 168'391 | 99.91% | 99.91% |