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 | 74.80% | 0.01 | 0.03 | 500'000 | 500'000 | 497'648 | 497'648 | 7'137 | 15'004 | 64.66% | 91.59% |
18.09.2014 | 32.23% | 0.05 | 0.06 | 500'000 | 500'000 | 499'869 | 499'869 | 13'757 | 18'755 | 93.27% | 93.27% |
17.09.2014 | 17.82% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 26'715 | 31'715 | 96.59% | 96.59% |
16.09.2014 | 29.46% | 0.04 | 0.05 | 500'000 | 500'000 | 500'000 | 500'000 | 16'699 | 21'847 | 73.63% | 73.63% |
15.09.2014 | 11.95% | 0.05 | 0.06 | 500'000 | 500'000 | 500'000 | 500'000 | 46'147 | 51'834 | 94.23% | 94.23% |
12.09.2014 | 9.26% | 0.14 | 0.15 | 400'000 | 400'000 | 338'876 | 338'876 | 53'328 | 58'535 | 95.13% | 95.13% |
11.09.2014 | 7.35% | 0.18 | 0.19 | 300'000 | 300'000 | 363'372 | 363'372 | 54'142 | 58'298 | 94.00% | 94.00% |
10.09.2014 | 7.15% | 0.16 | 0.17 | 350'000 | 350'000 | 403'238 | 403'238 | 54'331 | 58'364 | 94.67% | 94.67% |
09.09.2014 | 6.99% | 0.12 | 0.13 | 450'000 | 450'000 | 347'872 | 347'872 | 53'914 | 57'838 | 96.68% | 96.68% |