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 | 22.22% | 0.08 | 0.10 | 500'000 | 500'000 | 500'000 | 500'000 | 40'000 | 50'000 | 40.74% | 40.74% |
18.09.2014 | 24.20% | 0.06 | 0.07 | 500'000 | 500'000 | 500'000 | 500'000 | 33'078 | 42'220 | 80.21% | 80.21% |
17.09.2014 | 23.97% | 0.07 | 0.08 | 500'000 | 500'000 | 500'000 | 500'000 | 33'866 | 42'901 | 90.15% | 90.15% |
16.09.2014 | 23.36% | 0.08 | 0.09 | 500'000 | 500'000 | 500'000 | 500'000 | 33'768 | 42'670 | 93.14% | 93.14% |
15.09.2014 | 20.70% | 0.06 | 0.07 | 500'000 | 500'000 | 500'000 | 500'000 | 38'139 | 47'056 | 98.39% | 98.39% |
12.09.2014 | 15.36% | 0.10 | 0.11 | 500'000 | 500'000 | 500'000 | 500'000 | 53'005 | 61'929 | 98.36% | 98.36% |
11.09.2014 | 17.73% | 0.08 | 0.09 | 500'000 | 500'000 | 500'000 | 500'000 | 45'477 | 54'383 | 93.82% | 93.82% |
10.09.2014 | 16.75% | 0.09 | 0.10 | 500'000 | 500'000 | 499'376 | 499'376 | 51'772 | 61'276 | 83.98% | 83.98% |
09.09.2014 | 18.98% | 0.10 | 0.11 | 500'000 | 500'000 | 500'000 | 500'000 | 43'127 | 52'096 | 96.96% | 96.96% |