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 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
18.09.2014 | 6.40% | 0.47 | 0.50 | 500'000 | 500'000 | 500'000 | 500'000 | 227'349 | 242'348 | 95.94% | 95.94% |
17.09.2014 | 2.14% | 0.46 | 0.47 | 500'000 | 500'000 | 500'000 | 500'000 | 231'447 | 236'447 | 69.36% | 69.36% |
16.09.2014 | 2.49% | 0.38 | 0.39 | 550'000 | 550'000 | 550'000 | 550'000 | 218'519 | 224'019 | 25.97% | 25.97% |
15.09.2014 | 2.54% | 0.40 | 0.41 | 550'000 | 550'000 | 572'408 | 572'408 | 222'652 | 228'376 | 84.39% | 84.39% |
12.09.2014 | 2.43% | 0.38 | 0.39 | 550'000 | 550'000 | 550'000 | 550'000 | 224'322 | 229'822 | 87.25% | 87.25% |
11.09.2014 | 2.23% | 0.46 | 0.47 | 550'000 | 550'000 | 549'999 | 550'000 | 243'949 | 249'449 | 97.22% | 97.22% |
10.09.2014 | 2.36% | 0.44 | 0.45 | 600'000 | 600'000 | 600'000 | 600'000 | 251'613 | 257'613 | 99.29% | 99.29% |
09.09.2014 | 2.04% | 0.48 | 0.49 | 550'000 | 550'000 | 550'000 | 550'000 | 267'494 | 272'994 | 97.71% | 97.71% |