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 | 0.67% | 1.48 | 1.49 | 50'000 | 50'000 | 50'000 | 50'000 | 74'444 | 74'944 | 95.22% | 95.22% |
18.09.2014 | 0.68% | 1.48 | 1.49 | 145'000 | 145'000 | 96'129 | 96'129 | 142'092 | 143'053 | 97.81% | 97.81% |
17.09.2014 | 0.72% | 1.42 | 1.43 | 145'000 | 145'000 | 97'155 | 97'155 | 135'461 | 136'433 | 96.92% | 96.92% |
16.09.2014 | 0.71% | 1.30 | 1.31 | 145'000 | 145'000 | 94'464 | 94'464 | 130'949 | 131'894 | 94.01% | 94.01% |
15.09.2014 | 0.68% | 1.51 | 1.52 | 145'000 | 145'000 | 95'725 | 95'725 | 141'876 | 142'833 | 94.80% | 94.80% |
12.09.2014 | 0.70% | 1.47 | 1.48 | 145'000 | 145'000 | 96'398 | 96'398 | 137'010 | 137'974 | 97.89% | 97.89% |
11.09.2014 | 0.72% | 1.34 | 1.35 | 145'000 | 145'000 | 96'021 | 96'021 | 131'926 | 132'887 | 97.17% | 97.17% |
10.09.2014 | 0.84% | 1.26 | 1.27 | 145'000 | 145'000 | 95'847 | 95'847 | 114'592 | 115'550 | 93.49% | 93.49% |
09.09.2014 | 0.78% | 1.30 | 1.31 | 145'000 | 145'000 | 96'532 | 96'532 | 123'021 | 123'987 | 97.90% | 97.90% |