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 | 4.09% | 0.48 | 0.50 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 478'787 | 498'787 | 84.14% | 84.14% |
18.09.2014 | 4.38% | 0.45 | 0.47 | 1'000'000 | 1'000'000 | 999'962 | 1'000'000 | 446'769 | 466'786 | 100.00% | 100.00% |
17.09.2014 | 5.21% | 0.40 | 0.42 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 374'614 | 394'614 | 99.48% | 99.48% |
16.09.2014 | 6.16% | 0.32 | 0.34 | 1'000'000 | 1'000'000 | 999'996 | 1'000'000 | 314'624 | 334'625 | 99.94% | 99.94% |
15.09.2014 | 6.38% | 0.31 | 0.33 | 1'000'000 | 1'000'000 | 999'978 | 1'000'000 | 304'138 | 324'145 | 100.00% | 100.00% |
12.09.2014 | 7.14% | 0.27 | 0.29 | 1'000'000 | 1'000'000 | 999'994 | 1'000'000 | 270'367 | 290'369 | 99.65% | 99.65% |
11.09.2014 | 7.38% | 0.30 | 0.32 | 1'000'000 | 1'000'000 | 999'991 | 1'000'000 | 262'161 | 282'163 | 100.00% | 100.00% |
10.09.2014 | 8.83% | 0.23 | 0.25 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 216'773 | 236'773 | 100.00% | 100.00% |
09.09.2014 | 9.08% | 0.22 | 0.24 | 1'000'000 | 1'000'000 | 999'497 | 1'000'000 | 210'381 | 230'492 | 100.00% | 100.00% |