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 | 52.39% | 0.01 | 0.02 | 650'000 | 650'000 | 648'245 | 648'245 | 13'266 | 21'458 | 86.32% | 98.13% |
18.09.2014 | 42.15% | 0.03 | 0.04 | 750'000 | 750'000 | 750'000 | 750'000 | 16'589 | 24'796 | 89.31% | 98.97% |
17.09.2014 | 49.08% | 0.02 | 0.03 | 750'000 | 750'000 | 750'000 | 750'000 | 13'865 | 22'500 | 100.00% | 100.00% |
16.09.2014 | 100.00% | 0.01 | 0.03 | 750'000 | 750'000 | 750'000 | 750'000 | 7'500 | 22'500 | 99.51% | 99.51% |
15.09.2014 | 31.72% | 0.03 | 0.04 | 750'000 | 750'000 | 750'000 | 750'000 | 20'431 | 27'931 | 99.67% | 99.67% |
12.09.2014 | 24.53% | 0.03 | 0.04 | 750'000 | 750'000 | 750'000 | 750'000 | 27'376 | 34'876 | 99.72% | 99.72% |
11.09.2014 | 26.32% | 0.04 | 0.05 | 750'000 | 750'000 | 750'000 | 750'000 | 25'947 | 33'447 | 99.20% | 99.20% |
10.09.2014 | 18.97% | 0.05 | 0.06 | 750'000 | 750'000 | 750'000 | 750'000 | 36'334 | 43'834 | 99.32% | 99.32% |
09.09.2014 | 12.24% | 0.06 | 0.07 | 700'000 | 700'000 | 660'394 | 660'394 | 51'685 | 58'289 | 100.00% | 100.00% |