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 | 5.37% | 0.17 | 0.18 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 181'753 | 191'753 | 84.17% | 84.17% |
18.09.2014 | 5.64% | 0.17 | 0.18 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 173'196 | 183'196 | 100.00% | 100.00% |
17.09.2014 | 5.60% | 0.19 | 0.20 | 1'000'000 | 1'000'000 | 999'991 | 1'000'000 | 175'304 | 185'305 | 99.49% | 99.49% |
16.09.2014 | 7.42% | 0.12 | 0.13 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 130'625 | 140'625 | 99.95% | 99.95% |
15.09.2014 | 8.37% | 0.14 | 0.15 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 115'179 | 125'179 | 100.00% | 100.00% |
12.09.2014 | 7.26% | 0.12 | 0.13 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 133'071 | 143'071 | 99.64% | 99.64% |
11.09.2014 | 6.46% | 0.15 | 0.16 | 1'000'000 | 1'000'000 | 999'989 | 1'000'000 | 150'066 | 160'068 | 100.00% | 100.00% |
10.09.2014 | 7.15% | 0.14 | 0.15 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 135'486 | 145'486 | 100.00% | 100.00% |
09.09.2014 | 6.79% | 0.15 | 0.16 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 142'709 | 152'709 | 100.00% | 100.00% |