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 | 37.88% | 0.10 | 0.14 | 125'000 | 125'000 | 125'000 | 125'000 | 10'756 | 15'756 | 90.14% | 90.14% |
18.09.2014 | 15.40% | 0.11 | 0.12 | 500'000 | 500'000 | 493'643 | 493'643 | 53'113 | 61'983 | 98.31% | 98.31% |
17.09.2014 | 14.26% | 0.10 | 0.11 | 500'000 | 500'000 | 467'031 | 467'020 | 53'761 | 62'068 | 98.46% | 98.46% |
16.09.2014 | 12.61% | 0.06 | 0.07 | 500'000 | 500'000 | 500'000 | 500'000 | 37'848 | 42'848 | 88.17% | 88.17% |
15.09.2014 | 6.21% | 0.10 | 0.11 | 500'000 | 500'000 | 218'336 | 218'336 | 55'494 | 59'054 | 92.43% | 92.43% |
12.09.2014 | 4.23% | 0.42 | 0.43 | 150'000 | 150'000 | 150'000 | 150'000 | 61'912 | 64'588 | 99.09% | 99.09% |
11.09.2014 | 4.15% | 0.44 | 0.45 | 150'000 | 150'000 | 150'000 | 150'000 | 63'656 | 66'333 | 97.48% | 97.48% |
10.09.2014 | 4.48% | 0.35 | 0.36 | 150'000 | 150'000 | 155'031 | 155'031 | 59'462 | 62'191 | 98.23% | 98.23% |
09.09.2014 | 3.85% | 0.47 | 0.48 | 150'000 | 150'000 | 150'000 | 150'000 | 68'809 | 71'502 | 93.75% | 93.75% |