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% | 100.00% |
18.09.2014 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 98.91% |
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% | 96.26% |
15.09.2014 | 100.00% | 0.01 | 0.02 | 100'000 | 100'000 | 151'320 | 151'320 | 1'513 | 4'540 | 0.10% | 94.97% |
12.09.2014 | 42.89% | 0.01 | 0.02 | 100'000 | 100'000 | 499'889 | 499'889 | 12'032 | 17'805 | 90.86% | 98.87% |
11.09.2014 | 48.05% | 0.02 | 0.03 | 500'000 | 500'000 | 499'840 | 499'840 | 9'327 | 14'995 | 97.73% | 97.82% |
10.09.2014 | 30.02% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 14'757 | 19'757 | 95.63% | 95.63% |
09.09.2014 | 31.73% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 13'619 | 18'619 | 97.84% | 97.84% |