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 | 24.25% | 0.10 | 0.13 | 250'000 | 250'000 | 252'342 | 252'342 | 27'592 | 35'120 | 95.01% | 95.01% |
18.09.2014 | 16.53% | 0.05 | 0.06 | 450'000 | 450'000 | 450'257 | 450'257 | 25'473 | 29'976 | 94.83% | 94.83% |
17.09.2014 | 17.89% | 0.06 | 0.07 | 500'000 | 500'000 | 481'192 | 481'192 | 24'642 | 29'454 | 96.64% | 96.64% |
16.09.2014 | 25.39% | 0.04 | 0.05 | 500'000 | 500'000 | 500'000 | 500'000 | 17'607 | 22'607 | 93.68% | 93.68% |
15.09.2014 | 25.22% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 17'641 | 22'641 | 93.10% | 93.10% |
12.09.2014 | 19.64% | 0.05 | 0.06 | 500'000 | 500'000 | 500'000 | 500'000 | 23'194 | 28'194 | 96.77% | 96.77% |
11.09.2014 | 19.71% | 0.04 | 0.05 | 500'000 | 500'000 | 500'000 | 500'000 | 23'163 | 28'163 | 89.42% | 89.42% |
10.09.2014 | 19.41% | 0.04 | 0.05 | 500'000 | 500'000 | 500'000 | 500'000 | 23'481 | 28'481 | 90.29% | 90.29% |
09.09.2014 | 19.29% | 0.04 | 0.05 | 500'000 | 500'000 | 500'000 | 500'000 | 23'632 | 28'632 | 95.73% | 95.73% |