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 | 3.13% | 0.31 | 0.32 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 314'685 | 324'685 | 84.17% | 84.17% |
18.09.2014 | 3.21% | 0.31 | 0.32 | 1'000'000 | 1'000'000 | 999'997 | 1'000'000 | 306'710 | 316'711 | 100.00% | 100.00% |
17.09.2014 | 3.19% | 0.32 | 0.33 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 309'024 | 319'024 | 99.49% | 99.49% |
16.09.2014 | 3.78% | 0.25 | 0.26 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 260'245 | 270'245 | 99.95% | 99.95% |
15.09.2014 | 4.12% | 0.27 | 0.28 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 238'183 | 248'183 | 100.00% | 100.00% |
12.09.2014 | 3.87% | 0.24 | 0.25 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 253'670 | 263'670 | 99.64% | 99.64% |
11.09.2014 | 3.62% | 0.27 | 0.28 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 271'286 | 281'286 | 100.00% | 100.00% |
10.09.2014 | 3.88% | 0.26 | 0.27 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 252'918 | 262'918 | 100.00% | 100.00% |
09.09.2014 | 3.76% | 0.27 | 0.28 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 260'918 | 270'918 | 100.00% | 100.00% |