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 | 1.70% | 0.57 | 0.58 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 581'753 | 591'753 | 84.17% | 84.17% |
18.09.2014 | 1.73% | 0.57 | 0.58 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 573'196 | 583'196 | 100.00% | 100.00% |
17.09.2014 | 1.72% | 0.59 | 0.60 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 575'306 | 585'306 | 99.49% | 99.49% |
16.09.2014 | 1.89% | 0.52 | 0.53 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 525'520 | 535'520 | 99.95% | 99.95% |
15.09.2014 | 1.96% | 0.53 | 0.54 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 505'323 | 515'323 | 100.00% | 100.00% |
12.09.2014 | 1.91% | 0.51 | 0.52 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 519'861 | 529'861 | 99.48% | 99.64% |
11.09.2014 | 1.84% | 0.54 | 0.55 | 1'000'000 | 1'000'000 | 999'552 | 999'551 | 538'016 | 548'012 | 100.00% | 100.00% |
10.09.2014 | 1.91% | 0.53 | 0.54 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 517'532 | 527'532 | 100.00% | 100.00% |
09.09.2014 | 1.89% | 0.53 | 0.54 | 1'000'000 | 1'000'000 | 999'701 | 999'690 | 524'306 | 534'297 | 100.00% | 100.00% |