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 | 13.77% | 0.20 | 0.23 | 400'000 | 400'000 | 400'000 | 400'000 | 80'885 | 92'844 | 99.04% | 99.04% |
18.09.2014 | 5.98% | 0.17 | 0.18 | 400'000 | 400'000 | 400'000 | 400'000 | 65'298 | 69'298 | 99.68% | 99.68% |
17.09.2014 | 8.00% | 0.12 | 0.13 | 400'000 | 400'000 | 400'000 | 400'000 | 48'016 | 52'016 | 99.95% | 99.95% |
16.09.2014 | 9.63% | 0.09 | 0.10 | 450'000 | 450'000 | 431'203 | 431'203 | 42'717 | 47'029 | 98.49% | 98.49% |
15.09.2014 | 9.83% | 0.10 | 0.11 | 450'000 | 450'000 | 468'287 | 468'287 | 45'587 | 50'270 | 96.60% | 96.60% |
12.09.2014 | 9.36% | 0.10 | 0.11 | 450'000 | 450'000 | 487'577 | 487'577 | 49'777 | 54'653 | 99.85% | 99.85% |
11.09.2014 | 8.80% | 0.10 | 0.11 | 500'000 | 500'000 | 462'732 | 462'732 | 50'636 | 55'263 | 97.80% | 97.80% |
10.09.2014 | 8.57% | 0.12 | 0.13 | 500'000 | 500'000 | 500'000 | 500'000 | 56'132 | 61'132 | 99.52% | 99.52% |
09.09.2014 | 8.60% | 0.11 | 0.12 | 500'000 | 500'000 | 500'000 | 500'000 | 55'802 | 60'802 | 100.00% | 100.00% |