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 | 5.19% | 0.86 | 0.88 | 60'000 | 20'000 | 60'000 | 20'000 | 52'288 | 18'358 | 93.31% | 94.15% |
17.09.2015 | 3.00% | 0.82 | 0.83 | 70'000 | 20'000 | 69'705 | 20'000 | 56'040 | 16'574 | 99.96% | 99.96% |
16.09.2015 | 8.57% | 0.77 | 0.81 | 70'000 | 20'000 | 70'000 | 20'000 | 53'754 | 16'795 | 95.19% | 95.19% |
15.09.2015 | 6.20% | 0.77 | 0.80 | 70'000 | 20'000 | 76'112 | 20'000 | 53'725 | 15'045 | 99.97% | 99.97% |
14.09.2015 | 6.51% | 0.72 | 0.75 | 70'000 | 20'000 | 331'391 | 44'051 | 235'333 | 33'494 | 99.99% | 99.99% |
11.09.2015 | 7.11% | 0.65 | 0.68 | 500'000 | 60'000 | 500'000 | 60'000 | 330'260 | 42'553 | 98.61% | 98.61% |
10.09.2015 | 7.59% | 0.58 | 0.61 | 500'000 | 60'000 | 500'000 | 60'000 | 294'203 | 38'109 | 98.93% | 98.93% |
09.09.2015 | 4.95% | 0.68 | 0.70 | 500'000 | 60'000 | 500'000 | 60'000 | 304'907 | 38'435 | 99.99% | 99.99% |
08.09.2015 | 5.50% | 0.52 | 0.54 | 500'000 | 60'000 | 500'000 | 60'000 | 280'411 | 35'563 | 97.09% | 97.09% |