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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28.08.2013 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
27.08.2013 | 18.77% | 0.08 | 0.10 | 100'000 | 100'000 | 100'000 | 100'000 | 11'377 | 13'377 | 97.39% | 97.39% |
26.08.2013 | 6.88% | 0.25 | 0.27 | 100'000 | 100'000 | 100'000 | 100'000 | 28'479 | 30'505 | 99.95% | 99.95% |
23.08.2013 | 4.84% | 0.28 | 0.31 | 100'000 | 100'000 | 100'000 | 100'000 | 45'570 | 47'702 | 100.00% | 100.00% |
22.08.2013 | 3.81% | 0.47 | 0.49 | 100'000 | 100'000 | 100'000 | 100'000 | 51'729 | 53'729 | 99.33% | 99.33% |
21.08.2013 | 3.42% | 0.53 | 0.55 | 100'000 | 100'000 | 100'000 | 100'000 | 57'499 | 59'499 | 98.69% | 98.69% |
20.08.2013 | 3.54% | 0.49 | 0.51 | 100'000 | 100'000 | 100'000 | 100'000 | 55'815 | 57'815 | 99.33% | 99.33% |
19.08.2013 | 3.91% | 0.56 | 0.58 | 100'000 | 100'000 | 100'000 | 100'000 | 50'331 | 52'331 | 100.00% | 100.00% |
16.08.2013 | 3.38% | 0.55 | 0.57 | 100'000 | 100'000 | 100'000 | 99'992 | 58'325 | 60'320 | 95.27% | 95.27% |
15.08.2013 | 2.28% | 0.92 | 0.94 | 100'000 | 100'000 | 100'000 | 100'000 | 87'260 | 89'260 | 98.66% | 98.66% |