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 | 17.03% | 0.16 | 0.19 | 150'000 | 150'000 | 150'000 | 150'000 | 24'188 | 28'688 | 99.94% | 99.94% |
18.09.2014 | 10.89% | 0.15 | 0.17 | 300'000 | 300'000 | 300'000 | 300'000 | 52'421 | 58'421 | 98.88% | 98.88% |
17.09.2014 | 13.14% | 0.15 | 0.17 | 300'000 | 300'000 | 300'000 | 300'000 | 42'724 | 48'724 | 96.81% | 96.81% |
16.09.2014 | 13.13% | 0.15 | 0.17 | 350'000 | 350'000 | 350'000 | 350'000 | 49'890 | 56'890 | 99.38% | 99.38% |
15.09.2014 | 8.27% | 0.16 | 0.18 | 350'000 | 350'000 | 350'000 | 350'000 | 57'241 | 62'149 | 88.51% | 88.51% |
12.09.2014 | 5.98% | 0.16 | 0.17 | 350'000 | 350'000 | 350'000 | 350'000 | 56'817 | 60'317 | 98.56% | 98.56% |
11.09.2014 | 5.71% | 0.17 | 0.18 | 350'000 | 350'000 | 350'000 | 350'000 | 59'667 | 63'167 | 98.74% | 98.74% |
10.09.2014 | 6.25% | 0.18 | 0.19 | 350'000 | 350'000 | 350'000 | 350'000 | 54'932 | 58'432 | 96.24% | 96.24% |
09.09.2014 | 5.86% | 0.15 | 0.16 | 350'000 | 350'000 | 350'000 | 350'000 | 58'131 | 61'631 | 93.77% | 93.77% |