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% | 99.93% |
14.10.2015 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.92% |
13.10.2015 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
12.10.2015 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
09.10.2015 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
08.10.2015 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 20'000 | 9.42% | 100.00% |
07.10.2015 | 57.08% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 999'628 | 13'595 | 23'585 | 56.66% | 97.36% |
06.10.2015 | 20.12% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 999'881 | 1'000'000 | 45'492 | 55'498 | 99.96% | 99.96% |
05.10.2015 | 22.48% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 999'733 | 999'952 | 40'461 | 50'471 | 99.99% | 99.99% |