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 | 1.02% | 1.24 | 1.25 | 300'000 | 100'000 | 300'000 | 100'000 | 374'898 | 126'248 | 93.93% | 93.93% |
18.09.2014 | 1.05% | 1.26 | 1.27 | 300'000 | 100'000 | 300'000 | 100'000 | 377'600 | 127'189 | 99.69% | 99.69% |
17.09.2014 | 1.00% | 1.28 | 1.29 | 300'000 | 100'000 | 300'000 | 100'000 | 378'477 | 127'426 | 99.08% | 99.08% |
16.09.2014 | 1.00% | 1.20 | 1.21 | 300'000 | 100'000 | 300'000 | 100'000 | 363'625 | 122'428 | 99.96% | 99.96% |
15.09.2014 | 1.19% | 1.22 | 1.23 | 300'000 | 100'000 | 300'000 | 100'000 | 357'038 | 120'442 | 100.00% | 100.00% |
12.09.2014 | 1.14% | 1.19 | 1.21 | 300'000 | 100'000 | 300'000 | 100'000 | 361'584 | 121'903 | 100.00% | 100.00% |
11.09.2014 | 1.06% | 1.23 | 1.24 | 300'000 | 100'000 | 300'000 | 100'000 | 367'267 | 123'728 | 100.00% | 100.00% |
10.09.2014 | 1.12% | 1.22 | 1.23 | 300'000 | 100'000 | 300'000 | 100'000 | 360'870 | 121'650 | 100.00% | 100.00% |
09.09.2014 | 1.17% | 1.22 | 1.23 | 300'000 | 100'000 | 300'000 | 100'000 | 362'922 | 122'394 | 95.95% | 95.95% |