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 | - | - |
26.09.2014 | - | 0.01 | - | 220 | 0 | 0 | 0 | 0 | 0 | 0.00% | 13.51% |
25.09.2014 | - | 0.03 | 0.01 | 50'000 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
24.09.2014 | 7.63% | 0.12 | 0.14 | 50'000 | 50'000 | 50'000 | 50'000 | 8'139 | 8'772 | 100.00% | 100.00% |
23.09.2014 | 6.82% | 0.17 | 0.18 | 50'000 | 50'000 | 50'000 | 50'000 | 9'749 | 10'405 | 98.90% | 98.90% |
22.09.2014 | 13.55% | 0.09 | 0.10 | 50'000 | 50'000 | 50'000 | 50'000 | 4'740 | 5'422 | 100.00% | 100.00% |
19.09.2014 | 7.41% | 0.13 | 0.14 | 50'000 | 50'000 | 50'000 | 50'000 | 8'390 | 9'028 | 100.00% | 100.00% |
18.09.2014 | 7.17% | 0.21 | 0.22 | 50'000 | 50'000 | 50'000 | 50'000 | 8'827 | 9'476 | 99.95% | 99.95% |
17.09.2014 | 4.07% | 0.30 | 0.32 | 50'000 | 50'000 | 50'000 | 50'000 | 15'318 | 15'952 | 98.16% | 98.16% |
16.09.2014 | 4.09% | 0.28 | 0.29 | 50'000 | 50'000 | 50'000 | 50'000 | 15'607 | 16'254 | 99.93% | 99.93% |