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 | 0.67% | 1.49 | 1.50 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'493'880 | 1'503'880 | 84.14% | 84.14% |
18.09.2014 | 0.68% | 1.47 | 1.48 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'460'330 | 1'470'330 | 100.00% | 100.00% |
17.09.2014 | 0.72% | 1.42 | 1.43 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'389'770 | 1'399'770 | 99.48% | 99.48% |
16.09.2014 | 0.75% | 1.34 | 1.35 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'329'260 | 1'339'260 | 99.94% | 99.94% |
15.09.2014 | 0.76% | 1.32 | 1.33 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'316'660 | 1'326'660 | 100.00% | 100.00% |
12.09.2014 | 0.78% | 1.28 | 1.29 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'285'040 | 1'295'040 | 99.65% | 99.65% |
11.09.2014 | 0.78% | 1.31 | 1.32 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'274'500 | 1'284'500 | 100.00% | 100.00% |
10.09.2014 | 0.81% | 1.24 | 1.25 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'229'540 | 1'239'540 | 100.00% | 100.00% |
09.09.2014 | 0.82% | 1.24 | 1.25 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'221'510 | 1'231'510 | 100.00% | 100.00% |