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 | 8.44% | 0.26 | 0.28 | 200'000 | 200'000 | 200'000 | 200'000 | 48'057 | 52'292 | 100.00% | 100.00% |
18.09.2014 | 11.65% | 0.20 | 0.22 | 200'000 | 200'000 | 199'798 | 199'798 | 38'025 | 42'718 | 100.00% | 100.00% |
17.09.2014 | 11.39% | 0.18 | 0.20 | 200'000 | 200'000 | 200'000 | 200'000 | 36'165 | 40'530 | 99.64% | 99.64% |
16.09.2014 | 13.22% | 0.16 | 0.18 | 200'000 | 200'000 | 200'000 | 200'000 | 31'876 | 36'378 | 100.00% | 100.00% |
15.09.2014 | 10.75% | 0.20 | 0.22 | 200'000 | 200'000 | 200'000 | 200'000 | 40'415 | 44'995 | 100.00% | 100.00% |
12.09.2014 | 9.66% | 0.23 | 0.25 | 200'000 | 200'000 | 200'000 | 200'000 | 44'142 | 48'616 | 100.00% | 100.00% |
11.09.2014 | 8.78% | 0.22 | 0.25 | 200'000 | 200'000 | 200'000 | 200'000 | 46'694 | 50'975 | 100.00% | 100.00% |
10.09.2014 | 8.05% | 0.26 | 0.28 | 200'000 | 200'000 | 200'000 | 200'000 | 51'109 | 55'391 | 100.00% | 100.00% |
09.09.2014 | 7.07% | 0.29 | 0.31 | 200'000 | 200'000 | 200'000 | 200'000 | 61'136 | 65'617 | 100.00% | 100.00% |