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 | 47.71% | 0.03 | 0.05 | 200'000 | 200'000 | 200'000 | 200'000 | 6'550 | 10'550 | 99.76% | 99.76% |
18.09.2014 | 66.53% | 0.02 | 0.04 | 200'000 | 200'000 | 200'000 | 200'000 | 4'023 | 8'023 | 100.00% | 100.00% |
17.09.2014 | 64.97% | 0.02 | 0.04 | 200'000 | 200'000 | 200'000 | 200'000 | 4'204 | 8'204 | 99.07% | 99.07% |
16.09.2014 | 95.63% | 0.02 | 0.04 | 200'000 | 200'000 | 200'000 | 200'000 | 2'262 | 6'262 | 95.65% | 100.00% |
15.09.2014 | 75.81% | 0.01 | 0.03 | 200'000 | 200'000 | 200'000 | 200'000 | 3'492 | 7'492 | 100.00% | 100.00% |
12.09.2014 | 58.30% | 0.02 | 0.04 | 200'000 | 200'000 | 200'000 | 200'000 | 5'005 | 9'005 | 100.00% | 100.00% |
11.09.2014 | 56.76% | 0.02 | 0.04 | 200'000 | 200'000 | 200'000 | 200'000 | 5'383 | 9'383 | 100.00% | 100.00% |
10.09.2014 | 39.63% | 0.03 | 0.05 | 200'000 | 200'000 | 200'000 | 200'000 | 8'283 | 12'283 | 100.00% | 100.00% |
09.09.2014 | 18.26% | 0.07 | 0.09 | 200'000 | 200'000 | 200'000 | 200'000 | 20'965 | 24'965 | 99.19% | 100.00% |