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 | 5.13% | 0.19 | 0.20 | 1'000'000 | 1'000'000 | 999'954 | 1'000'000 | 190'008 | 200'017 | 84.15% | 84.15% |
18.09.2014 | 5.42% | 0.18 | 0.19 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 179'408 | 189'408 | 100.00% | 100.00% |
17.09.2014 | 5.67% | 0.17 | 0.18 | 1'000'000 | 1'000'000 | 999'998 | 1'000'000 | 171'481 | 181'481 | 99.48% | 99.48% |
16.09.2014 | 6.05% | 0.17 | 0.18 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 160'338 | 170'338 | 99.94% | 99.94% |
15.09.2014 | 6.02% | 0.16 | 0.17 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 161'263 | 171'263 | 100.00% | 100.00% |
12.09.2014 | 5.93% | 0.16 | 0.17 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 163'719 | 173'719 | 99.65% | 99.65% |
11.09.2014 | 5.98% | 0.16 | 0.17 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 162'553 | 172'553 | 100.00% | 100.00% |
10.09.2014 | 5.62% | 0.17 | 0.18 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 173'165 | 183'165 | 100.00% | 100.00% |
09.09.2014 | 4.67% | 0.19 | 0.20 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 209'721 | 219'721 | 100.00% | 100.00% |