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 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 84.15% |
18.09.2014 | 40.00% | 0.02 | 0.02 | 1'000'000 | 1'000'000 | 999'979 | 1'000'000 | 20'000 | 30'000 | 89.19% | 100.00% |
17.09.2014 | 40.00% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 999'986 | 1'000'000 | 20'000 | 30'000 | 99.48% | 99.48% |
16.09.2014 | 40.00% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 20'000 | 30'000 | 99.94% | 99.94% |
15.09.2014 | 38.16% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 21'613 | 31'613 | 100.00% | 100.00% |
12.09.2014 | 24.36% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 36'640 | 46'640 | 99.65% | 99.65% |
11.09.2014 | 23.00% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 39'527 | 49'527 | 100.00% | 100.00% |
10.09.2014 | 15.75% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 999'964 | 1'000'000 | 58'796 | 68'798 | 100.00% | 100.00% |
09.09.2014 | 14.59% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 999'963 | 63'885 | 73'882 | 100.00% | 100.00% |