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 | 19.37% | 0.11 | 0.14 | 15'000 | 15'000 | 15'000 | 15'000 | 2'139 | 2'589 | 99.12% | 99.12% |
18.09.2014 | 19.10% | 0.13 | 0.16 | 15'000 | 15'000 | 15'000 | 15'000 | 2'156 | 2'606 | 99.44% | 99.44% |
17.09.2014 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 98.69% |
16.09.2014 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 95.23% |
15.09.2014 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.62% |
12.09.2014 | - | - | 0.02 | 0 | 470'000 | 0 | 0 | 0 | 0 | 0.00% | 99.67% |
11.09.2014 | - | - | 0.02 | 0 | 510'000 | 0 | 0 | 0 | 0 | 0.00% | 99.47% |
10.09.2014 | - | - | 0.02 | 0 | 530'000 | 0 | 0 | 0 | 0 | 0.00% | 99.35% |
09.09.2014 | - | - | 0.02 | 0 | 310'000 | 0 | 0 | 0 | 0 | 0.00% | 99.97% |