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 | 42.77% | 0.03 | 0.05 | 500'000 | 500'000 | 500'000 | 500'000 | 19'108 | 29'108 | 93.03% | 93.03% |
18.09.2014 | 27.33% | 0.05 | 0.07 | 500'000 | 500'000 | 500'000 | 500'000 | 31'881 | 41'881 | 91.70% | 91.70% |
17.09.2014 | 25.64% | 0.07 | 0.09 | 500'000 | 500'000 | 500'000 | 500'000 | 34'136 | 44'136 | 87.55% | 87.55% |
16.09.2014 | 18.77% | 0.07 | 0.09 | 500'000 | 500'000 | 500'000 | 500'000 | 49'056 | 59'056 | 85.02% | 85.02% |
15.09.2014 | 19.43% | 0.12 | 0.14 | 450'000 | 450'000 | 416'555 | 416'555 | 53'613 | 65'278 | 71.79% | 71.79% |
12.09.2014 | 17.30% | 0.06 | 0.07 | 500'000 | 500'000 | 500'000 | 500'000 | 26'720 | 31'720 | 85.58% | 85.58% |
11.09.2014 | 16.18% | 0.05 | 0.06 | 500'000 | 500'000 | 500'000 | 500'000 | 28'581 | 33'581 | 89.26% | 89.26% |
10.09.2014 | 15.77% | 0.05 | 0.06 | 500'000 | 500'000 | 500'000 | 500'000 | 29'309 | 34'309 | 89.80% | 89.80% |
09.09.2014 | 9.76% | 0.08 | 0.09 | 500'000 | 500'000 | 500'000 | 500'000 | 49'038 | 54'038 | 85.19% | 85.19% |