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 | - | - |
19.09.2014 | 4.31% | 0.68 | 0.71 | 300'000 | 300'000 | 300'000 | 300'000 | 204'352 | 213'352 | 98.01% | 98.01% |
18.09.2014 | 2.90% | 0.65 | 0.67 | 600'000 | 600'000 | 600'000 | 600'000 | 407'934 | 419'934 | 98.75% | 98.75% |
17.09.2014 | 3.24% | 0.61 | 0.63 | 600'000 | 600'000 | 600'000 | 600'000 | 364'323 | 376'323 | 96.80% | 96.80% |
16.09.2014 | 3.17% | 0.63 | 0.65 | 600'000 | 600'000 | 600'000 | 600'000 | 372'550 | 384'550 | 99.42% | 99.42% |
15.09.2014 | 2.28% | 0.62 | 0.64 | 600'000 | 600'000 | 600'000 | 600'000 | 383'165 | 392'011 | 96.23% | 96.23% |
12.09.2014 | 1.56% | 0.63 | 0.64 | 600'000 | 600'000 | 600'000 | 600'000 | 382'749 | 388'749 | 96.58% | 96.58% |
11.09.2014 | 1.55% | 0.63 | 0.64 | 600'000 | 600'000 | 600'000 | 600'000 | 382'984 | 388'984 | 98.13% | 98.13% |
10.09.2014 | 1.56% | 0.65 | 0.66 | 600'000 | 600'000 | 600'000 | 600'000 | 381'659 | 387'659 | 96.98% | 96.98% |
09.09.2014 | 1.47% | 0.65 | 0.66 | 600'000 | 600'000 | 600'000 | 600'000 | 406'321 | 412'321 | 97.67% | 97.67% |