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 | - | - |
18.09.2014 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 98.14% |
17.09.2014 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 67.60% |
16.09.2014 | 66.73% | 0.01 | 0.02 | 300'000 | 300'000 | 300'000 | 300'000 | 3'000 | 6'006 | 79.00% | 100.00% |
15.09.2014 | 64.28% | 0.01 | 0.02 | 299'000 | 300'000 | 300'000 | 300'000 | 3'276 | 6'282 | 98.67% | 99.91% |
12.09.2014 | 60.74% | 0.02 | 0.02 | 22'000 | 300'000 | 300'000 | 300'000 | 3'681 | 6'695 | 93.89% | 99.50% |
11.09.2014 | 42.82% | 0.02 | 0.03 | 300'000 | 300'000 | 300'000 | 300'000 | 5'689 | 8'696 | 96.61% | 100.00% |
10.09.2014 | 36.34% | 0.02 | 0.03 | 300'000 | 300'000 | 300'000 | 300'000 | 6'988 | 10'000 | 100.00% | 100.00% |
09.09.2014 | 40.06% | 0.02 | 0.03 | 300'000 | 300'000 | 300'000 | 300'000 | 5'997 | 9'000 | 99.74% | 99.74% |
08.09.2014 | 25.72% | 0.03 | 0.04 | 300'000 | 300'000 | 300'000 | 300'000 | 10'367 | 13'373 | 100.00% | 100.00% |