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 | 3.22% | 0.34 | 0.35 | 200'000 | 200'000 | 200'000 | 200'000 | 67'615 | 69'831 | 100.00% | 100.00% |
18.09.2014 | 3.80% | 0.33 | 0.34 | 200'000 | 200'000 | 200'000 | 200'000 | 58'844 | 61'111 | 99.96% | 99.96% |
17.09.2014 | 3.98% | 0.28 | 0.29 | 200'000 | 200'000 | 200'000 | 200'000 | 54'787 | 57'014 | 99.05% | 99.05% |
16.09.2014 | 4.08% | 0.25 | 0.27 | 200'000 | 200'000 | 200'000 | 200'000 | 51'682 | 53'832 | 100.00% | 100.00% |
15.09.2014 | 4.29% | 0.25 | 0.26 | 200'000 | 200'000 | 200'000 | 200'000 | 50'322 | 52'525 | 100.00% | 100.00% |
12.09.2014 | 4.20% | 0.25 | 0.26 | 200'000 | 200'000 | 200'000 | 200'000 | 50'268 | 52'427 | 100.00% | 100.00% |
11.09.2014 | 3.91% | 0.26 | 0.27 | 200'000 | 200'000 | 200'000 | 200'000 | 52'501 | 54'595 | 100.00% | 100.00% |
10.09.2014 | 4.06% | 0.27 | 0.28 | 200'000 | 200'000 | 200'000 | 200'000 | 54'149 | 56'393 | 100.00% | 100.00% |
09.09.2014 | 3.62% | 0.28 | 0.29 | 200'000 | 200'000 | 200'000 | 200'000 | 58'725 | 60'885 | 100.00% | 100.00% |