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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
18.09.2014 | 11.42% | 0.27 | 0.30 | 500'000 | 500'000 | 520'242 | 520'242 | 129'873 | 145'478 | 95.63% | 95.63% |
17.09.2014 | 3.79% | 0.26 | 0.27 | 550'000 | 550'000 | 550'000 | 550'000 | 142'600 | 148'100 | 46.65% | 46.65% |
16.09.2014 | 4.69% | 0.20 | 0.21 | 650'000 | 650'000 | 650'000 | 650'000 | 135'536 | 142'036 | 75.86% | 75.86% |
15.09.2014 | 4.70% | 0.21 | 0.22 | 650'000 | 650'000 | 686'999 | 686'999 | 143'223 | 150'093 | 94.94% | 94.94% |
12.09.2014 | 4.36% | 0.20 | 0.21 | 700'000 | 700'000 | 679'627 | 679'627 | 153'087 | 159'883 | 95.45% | 95.45% |
11.09.2014 | 3.73% | 0.27 | 0.28 | 650'000 | 650'000 | 650'000 | 650'000 | 171'543 | 178'043 | 96.81% | 96.81% |
10.09.2014 | 4.01% | 0.26 | 0.27 | 700'000 | 700'000 | 700'000 | 700'000 | 171'558 | 178'558 | 99.02% | 99.02% |
09.09.2014 | 3.21% | 0.30 | 0.31 | 650'000 | 650'000 | 650'000 | 650'000 | 199'356 | 205'856 | 97.27% | 97.27% |