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% | 99.92% |
15.10.2015 | - | - | 0.02 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 99.48% |
14.10.2015 | 75.33% | 0.01 | 0.03 | 750'000 | 750'000 | 750'000 | 750'000 | 11'570 | 23'718 | 24.55% | 72.59% |
13.10.2015 | 63.64% | 0.01 | 0.02 | 750'000 | 750'000 | 750'000 | 750'000 | 13'808 | 24'678 | 63.00% | 84.85% |
12.10.2015 | - | 0.01 | 0.02 | 750'000 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 96.76% |
09.10.2015 | 79.47% | 0.01 | 0.03 | 750'000 | 750'000 | 750'000 | 750'000 | 10'877 | 23'501 | 82.28% | 82.28% |
08.10.2015 | 12.34% | 0.06 | 0.07 | 750'000 | 750'000 | 750'000 | 750'000 | 58'677 | 66'177 | 98.56% | 98.56% |
07.10.2015 | 12.62% | 0.10 | 0.11 | 750'000 | 750'000 | 750'000 | 749'999 | 56'918 | 64'418 | 99.81% | 99.81% |
06.10.2015 | 5.48% | 0.14 | 0.15 | 750'000 | 750'000 | 749'514 | 749'514 | 138'155 | 145'650 | 95.36% | 95.36% |