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 | 10.71% | 0.10 | 0.11 | 170'000 | 170'000 | 170'000 | 170'000 | 15'237 | 16'937 | 99.64% | 99.64% |
15.10.2015 | 21.19% | 0.04 | 0.05 | 290'000 | 290'000 | 273'692 | 273'692 | 11'709 | 14'446 | 99.79% | 99.79% |
14.10.2015 | 15.20% | 0.05 | 0.06 | 270'000 | 270'000 | 278'133 | 278'133 | 17'089 | 19'870 | 100.00% | 100.00% |
13.10.2015 | 8.17% | 0.08 | 0.09 | 200'000 | 200'000 | 191'881 | 191'881 | 22'916 | 24'835 | 99.90% | 99.90% |
12.10.2015 | 5.61% | 0.19 | 0.20 | 190'000 | 190'000 | 185'945 | 185'945 | 32'387 | 34'246 | 99.83% | 99.83% |
09.10.2015 | 4.63% | 0.19 | 0.20 | 180'000 | 180'000 | 184'077 | 184'077 | 38'964 | 40'804 | 99.51% | 99.51% |
08.10.2015 | 7.73% | 0.17 | 0.18 | 230'000 | 230'000 | 242'283 | 242'283 | 31'076 | 33'499 | 97.99% | 97.99% |
07.10.2015 | 10.99% | 0.07 | 0.08 | 280'000 | 280'000 | 296'312 | 296'312 | 25'856 | 28'819 | 98.00% | 98.00% |
06.10.2015 | 13.93% | 0.07 | 0.08 | 320'000 | 320'000 | 328'104 | 328'104 | 22'145 | 25'426 | 99.78% | 99.78% |