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 | - | - |
17.09.2015 | 4.04% | 0.33 | 0.36 | 250'000 | 25'000 | 461'459 | 46'146 | 145'677 | 15'106 | 99.72% | 99.72% |
16.09.2015 | 3.11% | 0.34 | 0.35 | 500'000 | 50'000 | 500'000 | 50'000 | 159'942 | 16'494 | 98.53% | 98.53% |
15.09.2015 | 2.34% | 0.34 | 0.35 | 500'000 | 50'000 | 500'000 | 50'000 | 212'215 | 21'722 | 99.80% | 99.80% |
14.09.2015 | 2.29% | 0.41 | 0.42 | 500'000 | 50'000 | 500'000 | 50'000 | 216'759 | 22'176 | 99.55% | 99.55% |
11.09.2015 | 2.18% | 0.44 | 0.45 | 500'000 | 50'000 | 497'834 | 49'783 | 230'180 | 23'520 | 99.96% | 99.96% |
10.09.2015 | 2.59% | 0.39 | 0.40 | 500'000 | 50'000 | 499'771 | 49'977 | 191'969 | 19'697 | 99.88% | 99.88% |
09.09.2015 | 4.06% | 0.31 | 0.32 | 500'000 | 50'000 | 500'000 | 50'000 | 121'611 | 12'661 | 96.42% | 99.81% |
08.09.2015 | 4.50% | 0.37 | 0.38 | 500'000 | 50'000 | 428'648 | 42'865 | 143'586 | 14'930 | 100.00% | 100.00% |
07.09.2015 | 5.61% | 0.51 | 0.54 | 250'000 | 25'000 | 250'000 | 25'000 | 130'123 | 13'762 | 99.30% | 99.30% |