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 | 1.82% | 1.09 | 1.11 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'088'790 | 1'108'790 | 84.15% | 84.15% |
18.09.2014 | 1.88% | 1.06 | 1.08 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'056'790 | 1'076'790 | 100.00% | 100.00% |
17.09.2014 | 2.01% | 1.01 | 1.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 984'614 | 1'004'610 | 99.48% | 99.48% |
16.09.2014 | 2.14% | 0.93 | 0.95 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 924'626 | 944'626 | 99.94% | 99.94% |
15.09.2014 | 2.16% | 0.92 | 0.94 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 914'145 | 934'145 | 100.00% | 100.00% |
12.09.2014 | 2.25% | 0.88 | 0.90 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 879'840 | 899'840 | 99.65% | 99.65% |
11.09.2014 | 2.27% | 0.91 | 0.93 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 870'628 | 890'628 | 100.00% | 100.00% |
10.09.2014 | 2.40% | 0.83 | 0.85 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 823'189 | 843'189 | 100.00% | 100.00% |
09.09.2014 | 2.42% | 0.83 | 0.85 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 816'285 | 836'285 | 100.00% | 100.00% |