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 | 43.92% | 0.03 | 0.05 | 80'000 | 80'000 | 80'000 | 80'000 | 2'922 | 4'522 | 76.45% | 76.45% |
18.09.2014 | 92.33% | 0.01 | 0.03 | 220'000 | 220'000 | 220'000 | 220'000 | 2'481 | 6'600 | 43.61% | 96.07% |
17.09.2014 | 100.00% | 0.01 | 0.02 | 280'000 | 280'000 | 280'000 | 280'000 | 2'800 | 8'400 | 3.61% | 99.47% |
16.09.2014 | 100.00% | 0.01 | 0.02 | 260'000 | 290'000 | 260'000 | 260'000 | 2'600 | 7'800 | 1.36% | 99.21% |
15.09.2014 | 85.49% | 0.01 | 0.03 | 200'000 | 200'000 | 191'663 | 191'663 | 2'358 | 5'750 | 97.53% | 97.59% |
12.09.2014 | 23.00% | 0.03 | 0.04 | 150'000 | 150'000 | 141'840 | 141'840 | 5'505 | 6'924 | 99.67% | 99.67% |
11.09.2014 | 13.57% | 0.05 | 0.06 | 110'000 | 110'000 | 105'912 | 105'912 | 7'441 | 8'500 | 99.47% | 99.47% |
10.09.2014 | 11.97% | 0.07 | 0.08 | 110'000 | 110'000 | 110'000 | 110'000 | 8'690 | 9'790 | 99.26% | 99.26% |
09.09.2014 | 13.17% | 0.09 | 0.10 | 100'000 | 100'000 | 96'023 | 96'023 | 9'338 | 10'656 | 98.48% | 98.48% |