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 | 57.39% | 0.04 | 0.07 | 100'000 | 100'000 | 100'000 | 100'000 | 3'847 | 6'837 | 100.00% | 100.00% |
18.09.2014 | 29.13% | 0.03 | 0.04 | 100'000 | 100'000 | 100'000 | 100'000 | 4'231 | 5'341 | 91.49% | 91.49% |
17.09.2014 | 100.00% | 0.01 | 0.02 | 150'000 | 150'000 | 150'568 | 150'568 | 1'506 | 4'517 | 4.14% | 55.38% |
16.09.2014 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 94.94% |
15.09.2014 | 100.00% | 0.01 | 0.03 | 150'000 | 150'000 | 151'182 | 151'182 | 1'512 | 4'535 | 8.42% | 79.49% |
12.09.2014 | - | - | 0.02 | 0 | 150'000 | 0 | 0 | 0 | 0 | 0.00% | 97.10% |
11.09.2014 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 97.80% |
10.09.2014 | - | - | 0.02 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 99.52% |
09.09.2014 | - | - | 0.02 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |