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 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 99.96% |
15.10.2015 | 73.52% | 0.01 | 0.02 | 750'000 | 750'000 | 750'000 | 750'000 | 12'958 | 25'134 | 7.81% | 90.43% |
14.10.2015 | 15.84% | 0.08 | 0.09 | 750'000 | 750'000 | 749'999 | 750'000 | 46'839 | 54'339 | 94.83% | 94.83% |
13.10.2015 | 14.58% | 0.04 | 0.05 | 750'000 | 750'000 | 750'000 | 750'000 | 50'107 | 57'607 | 95.29% | 95.29% |
12.10.2015 | 28.10% | 0.03 | 0.04 | 750'000 | 750'000 | 750'000 | 750'000 | 23'648 | 31'178 | 94.97% | 94.97% |
09.10.2015 | 16.05% | 0.05 | 0.06 | 750'000 | 750'000 | 750'000 | 750'000 | 43'955 | 51'455 | 99.90% | 99.90% |
08.10.2015 | 5.93% | 0.14 | 0.15 | 750'000 | 750'000 | 730'670 | 730'670 | 121'073 | 128'380 | 98.83% | 98.83% |
07.10.2015 | 6.31% | 0.19 | 0.20 | 750'000 | 750'000 | 749'999 | 750'000 | 116'894 | 124'394 | 98.95% | 98.95% |
06.10.2015 | 3.13% | 0.25 | 0.26 | 550'000 | 550'000 | 530'317 | 530'316 | 170'553 | 175'856 | 99.06% | 99.06% |