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 | 7.89% | 0.23 | 0.25 | 155'000 | 155'000 | 155'000 | 155'000 | 37'792 | 40'892 | 100.00% | 100.00% |
18.09.2014 | 4.17% | 0.24 | 0.25 | 310'000 | 310'000 | 310'000 | 310'000 | 72'906 | 76'006 | 99.47% | 99.47% |
17.09.2014 | 4.11% | 0.25 | 0.26 | 320'000 | 320'000 | 315'936 | 315'936 | 75'543 | 78'702 | 99.98% | 99.98% |
16.09.2014 | 4.82% | 0.19 | 0.20 | 320'000 | 320'000 | 320'000 | 320'000 | 64'870 | 68'070 | 95.24% | 95.24% |
15.09.2014 | 5.29% | 0.21 | 0.22 | 320'000 | 320'000 | 324'073 | 324'073 | 59'746 | 62'987 | 99.52% | 99.52% |
12.09.2014 | 5.07% | 0.18 | 0.19 | 320'000 | 320'000 | 320'000 | 320'000 | 61'507 | 64'707 | 99.53% | 99.53% |
11.09.2014 | 4.71% | 0.21 | 0.22 | 320'000 | 320'000 | 320'000 | 320'000 | 66'349 | 69'549 | 97.05% | 97.05% |
10.09.2014 | 5.04% | 0.20 | 0.21 | 330'000 | 330'000 | 334'089 | 334'089 | 64'767 | 68'108 | 98.94% | 98.94% |
09.09.2014 | 4.89% | 0.21 | 0.22 | 340'000 | 340'000 | 340'000 | 340'000 | 67'880 | 71'280 | 99.86% | 99.86% |