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 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
18.09.2014 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 98.35% |
17.09.2014 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 99.34% |
16.09.2014 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 97.81% |
15.09.2014 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 98.24% |
12.09.2014 | - | 0.01 | 0.02 | 50'000 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 99.17% |
11.09.2014 | 81.73% | 0.01 | 0.02 | 500'000 | 500'000 | 368'336 | 368'336 | 4'823 | 11'096 | 54.84% | 91.57% |
10.09.2014 | 100.00% | 0.01 | 0.02 | 500'000 | 500'000 | 499'970 | 499'970 | 5'000 | 14'999 | 31.98% | 97.07% |
09.09.2014 | 80.82% | 0.01 | 0.03 | 450'000 | 450'000 | 430'543 | 430'543 | 5'735 | 13'041 | 96.53% | 98.53% |