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 | 25.70% | 0.03 | 0.04 | 150'000 | 150'000 | 149'252 | 150'000 | 5'698 | 7'385 | 91.27% | 95.25% |
18.09.2014 | 40.43% | 0.02 | 0.03 | 150'000 | 150'000 | 150'000 | 150'000 | 3'571 | 5'210 | 94.28% | 94.28% |
17.09.2014 | 66.67% | 0.01 | 0.02 | 150'000 | 150'000 | 150'000 | 150'000 | 1'500 | 3'000 | 99.86% | 99.86% |
16.09.2014 | 66.67% | 0.01 | 0.02 | 150'000 | 150'000 | 150'000 | 150'000 | 1'500 | 3'000 | 46.43% | 100.00% |
15.09.2014 | 70.51% | 0.01 | 0.02 | 150'000 | 150'000 | 150'000 | 150'000 | 1'694 | 3'522 | 96.42% | 100.00% |
12.09.2014 | 39.02% | 0.02 | 0.04 | 150'000 | 150'000 | 150'000 | 150'000 | 3'483 | 5'130 | 100.00% | 100.00% |
11.09.2014 | 35.32% | 0.02 | 0.03 | 150'000 | 150'000 | 150'000 | 150'000 | 3'872 | 5'493 | 100.00% | 100.00% |
10.09.2014 | 32.42% | 0.03 | 0.04 | 150'000 | 150'000 | 150'000 | 150'000 | 4'090 | 5'630 | 100.00% | 100.00% |
09.09.2014 | 30.11% | 0.03 | 0.04 | 150'000 | 150'000 | 150'000 | 150'000 | 4'653 | 6'251 | 100.00% | 100.00% |