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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
18.09.2014 | 40.00% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 999'978 | 1'000'000 | 20'000 | 30'000 | 100.00% | 100.00% |
17.09.2014 | 40.00% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 999'938 | 1'000'000 | 19'999 | 30'000 | 99.52% | 99.52% |
16.09.2014 | 28.57% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 999'999 | 1'000'000 | 30'000 | 40'000 | 99.98% | 99.98% |
15.09.2014 | 27.86% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 999'992 | 1'000'000 | 31'127 | 41'128 | 100.00% | 100.00% |
12.09.2014 | 20.34% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 999'982 | 1'000'000 | 44'651 | 54'652 | 99.67% | 99.67% |
11.09.2014 | 21.47% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 41'867 | 51'867 | 100.00% | 100.00% |
10.09.2014 | 17.37% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 999'931 | 1'000'000 | 52'895 | 62'898 | 100.00% | 100.00% |
09.09.2014 | 18.36% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 49'556 | 59'556 | 100.00% | 100.00% |