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 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 97.20% |
18.09.2014 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 98.90% |
17.09.2014 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.10% |
16.09.2014 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 97.17% |
15.09.2014 | 96.25% | 0.01 | 0.02 | 100'000 | 100'000 | 499'495 | 499'495 | 5'307 | 14'985 | 82.25% | 88.68% |
12.09.2014 | 37.17% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 11'236 | 16'236 | 97.45% | 97.45% |
11.09.2014 | 28.60% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 14'989 | 19'989 | 95.90% | 95.90% |
10.09.2014 | 26.88% | 0.04 | 0.05 | 500'000 | 500'000 | 500'000 | 500'000 | 16'384 | 21'384 | 95.43% | 95.43% |
09.09.2014 | 38.38% | 0.05 | 0.06 | 500'000 | 500'000 | 500'000 | 500'000 | 33'368 | 50'111 | 98.73% | 98.73% |