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 | - | - |
21.09.2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
18.09.2015 | 23.66% | 0.02 | 0.05 | 250'000 | 100'000 | 250'000 | 100'000 | 36'455 | 17'583 | 72.89% | 72.89% |
17.09.2015 | 3.14% | 0.39 | 0.42 | 250'000 | 100'000 | 461'404 | 184'562 | 189'133 | 77'807 | 99.72% | 99.72% |
16.09.2015 | 2.42% | 0.39 | 0.40 | 500'000 | 200'000 | 500'000 | 200'000 | 205'327 | 84'131 | 98.55% | 98.55% |
15.09.2015 | 3.29% | 0.40 | 0.41 | 500'000 | 200'000 | 500'000 | 200'000 | 151'559 | 62'624 | 97.92% | 99.80% |
14.09.2015 | 3.26% | 0.33 | 0.34 | 500'000 | 200'000 | 500'000 | 200'000 | 152'500 | 63'000 | 97.06% | 99.56% |
11.09.2015 | 3.57% | 0.30 | 0.31 | 500'000 | 200'000 | 497'664 | 199'066 | 140'650 | 58'269 | 96.84% | 99.97% |
10.09.2015 | 2.56% | 0.38 | 0.39 | 500'000 | 200'000 | 499'734 | 199'893 | 195'306 | 80'123 | 98.83% | 99.88% |
09.09.2015 | 1.64% | 0.50 | 0.51 | 500'000 | 200'000 | 500'000 | 200'000 | 303'522 | 123'409 | 94.31% | 99.83% |