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 | 10.50% | 0.28 | 0.31 | 150'000 | 150'000 | 150'000 | 150'000 | 40'678 | 45'178 | 98.20% | 98.20% |
18.09.2014 | 12.20% | 0.24 | 0.27 | 150'000 | 150'000 | 150'000 | 150'000 | 34'697 | 39'197 | 99.35% | 99.35% |
17.09.2014 | 14.44% | 0.19 | 0.22 | 150'000 | 150'000 | 150'000 | 150'000 | 28'955 | 33'455 | 99.94% | 99.94% |
16.09.2014 | 17.48% | 0.16 | 0.19 | 150'000 | 150'000 | 149'841 | 149'841 | 23'572 | 28'067 | 98.95% | 98.95% |
15.09.2014 | 16.98% | 0.16 | 0.19 | 150'000 | 150'000 | 149'842 | 149'842 | 24'267 | 28'763 | 99.03% | 99.03% |
12.09.2014 | 14.55% | 0.20 | 0.23 | 150'000 | 150'000 | 150'000 | 150'000 | 28'703 | 33'203 | 99.80% | 99.80% |
11.09.2014 | 13.57% | 0.21 | 0.24 | 150'000 | 150'000 | 150'000 | 150'000 | 31'020 | 35'520 | 97.81% | 97.81% |
10.09.2014 | 21.18% | 0.21 | 0.24 | 150'000 | 150'000 | 149'831 | 149'831 | 28'726 | 35'396 | 92.93% | 92.93% |
09.09.2014 | 21.43% | 0.16 | 0.21 | 150'000 | 150'000 | 150'000 | 150'000 | 31'678 | 39'178 | 87.33% | 87.33% |