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 | - | - |
16.10.2015 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.91% |
15.10.2015 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.57% |
14.10.2015 | 97.17% | 0.01 | 0.02 | 860'000 | 860'000 | 692'196 | 692'196 | 7'209 | 20'766 | 36.08% | 98.40% |
13.10.2015 | 49.27% | 0.03 | 0.04 | 500'000 | 500'000 | 515'289 | 515'289 | 10'917 | 17'271 | 96.07% | 96.07% |
12.10.2015 | 33.02% | 0.03 | 0.04 | 610'000 | 610'000 | 593'742 | 593'742 | 15'464 | 21'401 | 100.00% | 100.00% |
09.10.2015 | 20.07% | 0.03 | 0.04 | 450'000 | 450'000 | 437'807 | 437'807 | 20'038 | 24'416 | 99.97% | 99.97% |
08.10.2015 | 25.04% | 0.04 | 0.05 | 530'000 | 530'000 | 488'923 | 488'923 | 17'533 | 22'422 | 98.86% | 98.86% |
07.10.2015 | 18.06% | 0.03 | 0.04 | 450'000 | 450'000 | 393'130 | 393'130 | 19'936 | 23'867 | 99.96% | 99.96% |
06.10.2015 | 8.86% | 0.09 | 0.10 | 290'000 | 290'000 | 290'000 | 290'000 | 31'395 | 34'295 | 97.56% | 97.56% |