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 | 2.21% | 0.44 | 0.45 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 448'166 | 458'166 | 84.17% | 84.17% |
18.09.2014 | 2.25% | 0.44 | 0.45 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 439'647 | 449'647 | 100.00% | 100.00% |
17.09.2014 | 2.24% | 0.46 | 0.47 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 442'609 | 452'609 | 99.49% | 99.49% |
16.09.2014 | 2.51% | 0.38 | 0.39 | 1'000'000 | 1'000'000 | 999'681 | 999'861 | 392'863 | 402'937 | 99.95% | 99.95% |
15.09.2014 | 2.66% | 0.40 | 0.41 | 1'000'000 | 1'000'000 | 999'807 | 999'640 | 371'780 | 381'720 | 100.00% | 100.00% |
12.09.2014 | 2.56% | 0.37 | 0.38 | 1'000'000 | 1'000'000 | 999'950 | 1'000'000 | 386'291 | 396'311 | 99.64% | 99.64% |
11.09.2014 | 2.44% | 0.41 | 0.42 | 1'000'000 | 1'000'000 | 999'774 | 999'741 | 404'993 | 414'977 | 100.00% | 100.00% |
10.09.2014 | 2.57% | 0.40 | 0.41 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 384'047 | 394'047 | 100.00% | 100.00% |
09.09.2014 | 2.53% | 0.40 | 0.41 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 391'004 | 401'004 | 100.00% | 100.00% |