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 | - | - | 0.04 | 0 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 97.85% |
18.09.2014 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 98.88% |
17.09.2014 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 82.70% |
16.09.2014 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 88.15% |
15.09.2014 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 84.90% |
12.09.2014 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.10% |
11.09.2014 | 90.24% | 0.01 | 0.03 | 500'000 | 500'000 | 495'693 | 495'693 | 5'771 | 14'871 | 32.39% | 97.76% |
10.09.2014 | 100.00% | 0.01 | 0.02 | 500'000 | 100'000 | 436'812 | 436'812 | 4'368 | 13'104 | 0.50% | 71.48% |
09.09.2014 | 28.68% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 14'962 | 19'962 | 95.13% | 95.13% |