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 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 98.40% |
18.09.2014 | - | - | 0.02 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 95.76% |
17.09.2014 | - | - | 0.02 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 98.67% |
16.09.2014 | - | - | 0.02 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 98.20% |
15.09.2014 | - | 0.01 | 0.02 | 750'000 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 99.01% |
12.09.2014 | 100.00% | 0.01 | 0.02 | 750'000 | 750'000 | 750'000 | 750'000 | 7'500 | 22'500 | 0.01% | 97.03% |
11.09.2014 | 86.16% | 0.01 | 0.02 | 750'000 | 750'000 | 750'000 | 750'000 | 9'231 | 22'500 | 27.69% | 77.55% |
10.09.2014 | 72.77% | 0.01 | 0.03 | 750'000 | 750'000 | 750'000 | 750'000 | 11'655 | 23'429 | 98.20% | 98.20% |
09.09.2014 | 91.16% | 0.01 | 0.03 | 750'000 | 750'000 | 750'000 | 750'000 | 8'606 | 22'500 | 90.01% | 90.01% |