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 | 400'000 | 0 | 0 | 0 | 0 | 0.00% | 1.67% |
18.09.2014 | - | - | 0.02 | 0 | 450'000 | 0 | 0 | 0 | 0 | 0.00% | 96.98% |
17.09.2014 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 98.03% |
16.09.2014 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 88.26% |
15.09.2014 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 97.60% |
12.09.2014 | 100.00% | 0.01 | 0.03 | 450'000 | 450'000 | 469'349 | 469'349 | 4'693 | 14'080 | 90.25% | 97.35% |
11.09.2014 | 42.33% | 0.02 | 0.03 | 450'000 | 450'000 | 393'502 | 393'502 | 9'203 | 13'631 | 89.39% | 89.39% |
10.09.2014 | 38.01% | 0.03 | 0.04 | 400'000 | 400'000 | 418'746 | 418'746 | 10'694 | 15'311 | 95.47% | 95.47% |
09.09.2014 | 26.88% | 0.02 | 0.03 | 400'000 | 400'000 | 362'457 | 362'457 | 12'323 | 15'961 | 100.00% | 100.00% |