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 | 36.09% | 0.03 | 0.05 | 500'000 | 50'000 | 500'000 | 50'000 | 16'842 | 2'432 | 100.00% | 100.00% |
17.09.2015 | 42.79% | 0.04 | 0.05 | 500'000 | 50'000 | 500'000 | 49'959 | 16'088 | 2'473 | 100.00% | 100.00% |
16.09.2015 | 28.94% | 0.04 | 0.06 | 500'000 | 50'000 | 500'000 | 50'000 | 26'121 | 3'468 | 97.00% | 97.00% |
15.09.2015 | 30.25% | 0.05 | 0.07 | 500'000 | 50'000 | 500'000 | 50'000 | 23'866 | 3'224 | 99.53% | 99.53% |
14.09.2015 | 34.00% | 0.03 | 0.05 | 500'000 | 50'000 | 500'000 | 50'000 | 18'906 | 2'648 | 100.00% | 100.00% |
11.09.2015 | 42.44% | 0.03 | 0.05 | 500'000 | 50'000 | 500'000 | 50'000 | 14'890 | 2'304 | 99.83% | 99.83% |
10.09.2015 | 86.06% | 0.02 | 0.03 | 500'000 | 50'000 | 500'000 | 50'000 | 5'564 | 1'393 | 98.59% | 98.63% |
09.09.2015 | 37.04% | 0.03 | 0.04 | 500'000 | 50'000 | 500'000 | 50'000 | 16'411 | 2'349 | 99.56% | 99.56% |
08.09.2015 | 26.18% | 0.03 | 0.05 | 500'000 | 50'000 | 500'000 | 50'000 | 22'653 | 2'928 | 99.61% | 99.61% |