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 | - | - | 0.04 | 0 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 97.87% |
18.09.2014 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 98.83% |
17.09.2014 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 98.43% |
16.09.2014 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 88.03% |
15.09.2014 | 25.48% | 0.01 | 0.02 | 500'000 | 100'000 | 500'000 | 500'000 | 21'754 | 26'904 | 72.09% | 86.51% |
12.09.2014 | 16.02% | 0.11 | 0.12 | 500'000 | 500'000 | 499'093 | 499'093 | 51'526 | 60'488 | 94.57% | 94.57% |
11.09.2014 | 13.69% | 0.13 | 0.14 | 400'000 | 400'000 | 452'274 | 452'274 | 52'792 | 60'585 | 86.88% | 86.88% |
10.09.2014 | 11.90% | 0.08 | 0.09 | 500'000 | 500'000 | 492'847 | 492'847 | 51'210 | 57'709 | 91.51% | 91.51% |
09.09.2014 | 11.05% | 0.16 | 0.17 | 350'000 | 350'000 | 349'448 | 349'448 | 54'847 | 61'274 | 88.40% | 88.40% |