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 | 50.75% | 0.02 | 0.03 | 220'000 | 220'000 | 220'000 | 220'000 | 4'775 | 7'550 | 83.77% | 97.51% |
18.09.2014 | - | - | 0.02 | 0 | 860'000 | 0 | 0 | 0 | 0 | 0.00% | 94.82% |
17.09.2014 | - | - | 0.02 | 0 | 920'000 | 0 | 0 | 0 | 0 | 0.00% | 99.97% |
16.09.2014 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.31% |
15.09.2014 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.74% |
12.09.2014 | - | - | 0.02 | 0 | 890'000 | 0 | 0 | 0 | 0 | 0.00% | 99.88% |
11.09.2014 | 100.00% | 0.01 | 0.02 | 630'000 | 650'000 | 630'000 | 630'000 | 6'300 | 18'900 | 0.47% | 99.36% |
10.09.2014 | 100.00% | 0.01 | 0.02 | 610'000 | 610'000 | 606'111 | 606'111 | 6'061 | 18'183 | 57.36% | 99.36% |
09.09.2014 | 44.51% | 0.01 | 0.03 | 500'000 | 500'000 | 491'846 | 491'846 | 11'323 | 17'066 | 99.55% | 99.64% |