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 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.89% |
18.09.2014 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.44% |
17.09.2014 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.97% |
16.09.2014 | - | - | 0.02 | 0 | 210'000 | 0 | 0 | 0 | 0 | 0.00% | 99.31% |
15.09.2014 | - | - | 0.02 | 0 | 150'000 | 0 | 0 | 0 | 0 | 0.00% | 99.71% |
12.09.2014 | 100.00% | 0.01 | 0.02 | 100'000 | 150'000 | 100'000 | 100'000 | 1'000 | 3'000 | 0.09% | 99.62% |
11.09.2014 | 100.00% | 0.01 | 0.02 | 100'000 | 150'000 | 100'000 | 100'000 | 1'000 | 3'000 | 2.18% | 99.09% |
10.09.2014 | 100.00% | 0.01 | 0.02 | 100'000 | 150'000 | 100'000 | 100'000 | 1'000 | 3'000 | 0.13% | 99.34% |
09.09.2014 | 42.19% | 0.01 | 0.03 | 100'000 | 100'000 | 87'474 | 87'474 | 1'990 | 2'995 | 100.00% | 100.00% |