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 | 10.91% | 0.26 | 0.29 | 40'000 | 40'000 | 40'000 | 40'000 | 10'400 | 11'600 | 100.00% | 100.00% |
18.09.2014 | 11.19% | 0.26 | 0.29 | 80'000 | 80'000 | 80'000 | 80'000 | 20'246 | 22'646 | 99.42% | 99.42% |
17.09.2014 | 11.37% | 0.24 | 0.27 | 80'000 | 80'000 | 80'000 | 80'000 | 19'908 | 22'308 | 99.96% | 99.96% |
16.09.2014 | 11.07% | 0.24 | 0.27 | 80'000 | 80'000 | 80'000 | 80'000 | 20'489 | 22'889 | 99.33% | 99.33% |
15.09.2014 | 10.15% | 0.28 | 0.31 | 80'000 | 80'000 | 80'000 | 80'000 | 22'450 | 24'850 | 99.69% | 99.69% |
12.09.2014 | 9.47% | 0.29 | 0.32 | 80'000 | 80'000 | 80'000 | 80'000 | 24'143 | 26'543 | 99.88% | 99.88% |
11.09.2014 | 8.96% | 0.31 | 0.34 | 80'000 | 80'000 | 80'000 | 80'000 | 25'582 | 27'982 | 99.35% | 99.35% |
10.09.2014 | 8.64% | 0.33 | 0.36 | 80'000 | 80'000 | 80'000 | 80'000 | 26'580 | 28'980 | 99.57% | 99.57% |
09.09.2014 | 8.31% | 0.34 | 0.37 | 80'000 | 80'000 | 80'000 | 80'000 | 27'693 | 30'093 | 100.00% | 100.00% |