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 | 1.54% | 0.85 | 0.88 | 250'000 | 25'000 | 461'452 | 46'145 | 390'200 | 39'559 | 99.72% | 99.72% |
16.09.2015 | 1.18% | 0.87 | 0.88 | 500'000 | 50'000 | 500'000 | 50'000 | 422'091 | 42'709 | 98.55% | 98.55% |
15.09.2015 | 1.04% | 0.86 | 0.87 | 500'000 | 50'000 | 500'000 | 50'000 | 476'933 | 48'193 | 99.80% | 99.80% |
14.09.2015 | 1.04% | 0.93 | 0.94 | 500'000 | 50'000 | 500'000 | 50'000 | 477'060 | 48'206 | 99.55% | 99.55% |
11.09.2015 | 1.04% | 0.95 | 0.96 | 500'000 | 50'000 | 497'825 | 49'783 | 483'336 | 48'836 | 99.97% | 99.97% |
10.09.2015 | 1.16% | 0.87 | 0.88 | 500'000 | 50'000 | 499'808 | 49'981 | 428'927 | 43'393 | 99.88% | 99.88% |
09.09.2015 | 1.54% | 0.76 | 0.77 | 500'000 | 50'000 | 500'000 | 50'000 | 324'028 | 32'903 | 96.41% | 99.83% |
08.09.2015 | 1.99% | 0.82 | 0.83 | 500'000 | 50'000 | 428'670 | 42'867 | 331'117 | 33'683 | 100.00% | 100.00% |
07.09.2015 | 2.96% | 0.98 | 1.01 | 250'000 | 25'000 | 250'000 | 25'000 | 249'649 | 25'715 | 99.30% | 99.30% |