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 | 0.76% | 1.30 | 1.31 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'303'880 | 1'313'880 | 84.15% | 84.15% |
18.09.2014 | 0.78% | 1.28 | 1.29 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'270'330 | 1'280'330 | 100.00% | 100.00% |
17.09.2014 | 0.83% | 1.23 | 1.24 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'199'770 | 1'209'770 | 99.48% | 99.48% |
16.09.2014 | 0.87% | 1.15 | 1.16 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'139'260 | 1'149'260 | 99.94% | 99.94% |
15.09.2014 | 0.88% | 1.13 | 1.14 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'126'660 | 1'136'660 | 100.00% | 100.00% |
12.09.2014 | 0.91% | 1.09 | 1.10 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'095'040 | 1'105'040 | 99.65% | 99.65% |
11.09.2014 | 0.92% | 1.12 | 1.13 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'084'740 | 1'094'740 | 100.00% | 100.00% |
10.09.2014 | 0.96% | 1.05 | 1.06 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'039'540 | 1'049'540 | 100.00% | 100.00% |
09.09.2014 | 0.96% | 1.05 | 1.06 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'031'510 | 1'041'510 | 100.00% | 100.00% |