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 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 98.59% |
18.09.2014 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 97.75% |
17.09.2014 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 96.98% |
16.09.2014 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 98.49% |
15.09.2014 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 98.33% |
12.09.2014 | 76.19% | 0.01 | 0.03 | 500'000 | 500'000 | 499'443 | 499'443 | 6'979 | 14'983 | 8.01% | 98.32% |
11.09.2014 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 97.81% |
10.09.2014 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 91.99% |
09.09.2014 | 31.48% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 13'747 | 18'747 | 95.60% | 95.60% |