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 | 18.27% | 0.09 | 0.11 | 400'000 | 400'000 | 400'000 | 400'000 | 42'622 | 50'622 | 76.29% | 76.29% |
15.10.2015 | 19.68% | 0.04 | 0.06 | 700'000 | 700'000 | 718'222 | 718'224 | 39'559 | 47'633 | 93.53% | 93.53% |
14.10.2015 | 22.35% | 0.02 | 0.03 | 750'000 | 750'000 | 750'000 | 749'999 | 31'605 | 39'105 | 95.53% | 95.53% |
13.10.2015 | 10.54% | 0.12 | 0.13 | 750'000 | 750'000 | 689'469 | 689'469 | 63'573 | 70'468 | 95.49% | 95.49% |
12.10.2015 | 4.52% | 0.21 | 0.22 | 450'000 | 450'000 | 450'000 | 450'000 | 99'298 | 103'798 | 96.82% | 96.82% |
09.10.2015 | 4.27% | 0.21 | 0.22 | 450'000 | 450'000 | 467'683 | 467'683 | 107'842 | 112'519 | 71.14% | 71.14% |
08.10.2015 | 5.75% | 0.15 | 0.16 | 700'000 | 700'000 | 720'028 | 720'028 | 122'307 | 129'507 | 57.17% | 57.17% |
07.10.2015 | 4.84% | 0.19 | 0.20 | 650'000 | 650'000 | 671'301 | 671'301 | 137'059 | 143'772 | 87.68% | 87.68% |
06.10.2015 | 8.00% | 0.15 | 0.16 | 750'000 | 750'000 | 750'000 | 749'999 | 92'614 | 100'114 | 89.53% | 89.53% |