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 | 40.00% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 20'000 | 30'000 | 84.17% | 84.17% |
18.09.2014 | 34.57% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 999'944 | 1'000'000 | 24'838 | 34'840 | 100.00% | 100.00% |
17.09.2014 | 39.21% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 999'997 | 1'000'000 | 20'693 | 30'693 | 99.49% | 99.49% |
16.09.2014 | 39.42% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 999'992 | 1'000'000 | 20'504 | 30'504 | 99.95% | 99.95% |
15.09.2014 | 28.98% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 29'642 | 39'642 | 100.00% | 100.00% |
12.09.2014 | 28.63% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 29'950 | 39'950 | 99.64% | 99.64% |
11.09.2014 | 28.66% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 29'920 | 39'920 | 100.00% | 100.00% |
10.09.2014 | 28.57% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 30'000 | 40'000 | 100.00% | 100.00% |
09.09.2014 | 28.62% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 29'954 | 39'954 | 100.00% | 100.00% |