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 | 123.81% | 0.04 | 0.17 | 35'000 | 35'000 | 35'000 | 35'000 | 1'400 | 5'950 | 100.00% | 100.00% |
18.09.2014 | 37.35% | 0.05 | 0.07 | 80'000 | 80'000 | 80'000 | 80'000 | 3'531 | 5'131 | 77.70% | 77.70% |
17.09.2014 | 34.15% | 0.04 | 0.06 | 90'000 | 90'000 | 90'000 | 90'000 | 4'397 | 6'197 | 99.22% | 99.22% |
16.09.2014 | 26.54% | 0.05 | 0.07 | 90'000 | 90'000 | 90'000 | 90'000 | 5'936 | 7'736 | 98.39% | 98.39% |
15.09.2014 | 19.89% | 0.09 | 0.11 | 80'000 | 80'000 | 80'000 | 80'000 | 7'253 | 8'853 | 99.18% | 99.18% |
12.09.2014 | 15.18% | 0.11 | 0.13 | 80'000 | 80'000 | 80'000 | 80'000 | 9'761 | 11'361 | 99.83% | 99.83% |
11.09.2014 | 13.37% | 0.13 | 0.15 | 80'000 | 80'000 | 80'000 | 80'000 | 11'186 | 12'786 | 98.76% | 98.76% |
10.09.2014 | 12.33% | 0.15 | 0.17 | 80'000 | 80'000 | 80'000 | 80'000 | 12'191 | 13'791 | 99.52% | 99.52% |
09.09.2014 | 10.72% | 0.17 | 0.19 | 80'000 | 80'000 | 80'000 | 80'000 | 14'155 | 15'755 | 99.33% | 99.33% |