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 | - | - |
18.09.2015 | - | - | 0.01 | 0 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17.09.2015 | - | - | 0.01 | 0 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 95.77% |
16.09.2015 | - | - | 0.01 | 0 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15.09.2015 | - | - | 0.01 | 0 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 96.66% |
14.09.2015 | 66.67% | 0.01 | 0.01 | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 | 1'000 | 2.13% | 100.00% |
11.09.2015 | 66.67% | 0.01 | 0.01 | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 | 1'000 | 10.26% | 100.00% |
10.09.2015 | 63.63% | 0.01 | 0.02 | 500'000 | 50'000 | 500'000 | 50'000 | 5'570 | 1'057 | 96.50% | 98.74% |
09.09.2015 | 28.76% | 0.02 | 0.03 | 500'000 | 50'000 | 500'000 | 50'000 | 15'274 | 2'027 | 100.00% | 100.00% |
08.09.2015 | 38.06% | 0.02 | 0.03 | 500'000 | 50'000 | 500'000 | 50'000 | 10'850 | 1'585 | 100.00% | 100.00% |