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% | 99.78% |
18.09.2014 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 99.44% |
17.09.2014 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 96.04% |
16.09.2014 | 100.00% | 0.01 | 0.02 | 95'000 | 95'000 | 95'000 | 95'000 | 950 | 2'850 | 0.20% | 95.18% |
15.09.2014 | 99.69% | 0.01 | 0.02 | 85'000 | 85'000 | 88'844 | 88'844 | 897 | 2'665 | 6.89% | 99.08% |
12.09.2014 | 100.00% | 0.01 | 0.02 | 110'000 | 150'000 | 110'000 | 110'000 | 1'100 | 3'300 | 0.98% | 99.69% |
11.09.2014 | 67.87% | 0.01 | 0.02 | 100'000 | 150'000 | 98'861 | 98'861 | 1'547 | 3'011 | 74.95% | 99.48% |
10.09.2014 | 28.35% | 0.03 | 0.04 | 80'000 | 80'000 | 80'069 | 80'069 | 2'431 | 3'232 | 99.38% | 99.38% |
09.09.2014 | 31.24% | 0.04 | 0.05 | 70'000 | 70'000 | 65'920 | 65'920 | 2'658 | 3'562 | 99.72% | 99.72% |