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 | 23.25% | 0.05 | 0.07 | 100'000 | 100'000 | 100'000 | 100'000 | 7'666 | 9'666 | 100.00% | 100.00% |
18.09.2014 | 22.39% | 0.08 | 0.10 | 100'000 | 100'000 | 100'000 | 100'000 | 8'436 | 10'554 | 99.99% | 99.99% |
17.09.2014 | 20.85% | 0.09 | 0.11 | 100'000 | 100'000 | 99'974 | 100'000 | 8'936 | 11'020 | 98.37% | 99.07% |
16.09.2014 | 29.89% | 0.06 | 0.09 | 100'000 | 100'000 | 100'000 | 100'000 | 6'286 | 8'493 | 100.00% | 100.00% |
15.09.2014 | 21.34% | 0.09 | 0.11 | 100'000 | 100'000 | 100'000 | 100'000 | 9'093 | 11'258 | 100.00% | 100.00% |
12.09.2014 | 19.20% | 0.09 | 0.11 | 100'000 | 100'000 | 100'000 | 100'000 | 10'098 | 12'233 | 100.00% | 100.00% |
11.09.2014 | 18.54% | 0.11 | 0.13 | 100'000 | 100'000 | 100'000 | 100'000 | 10'918 | 13'142 | 100.00% | 100.00% |
10.09.2014 | 16.35% | 0.11 | 0.14 | 100'000 | 100'000 | 100'000 | 100'000 | 12'161 | 14'317 | 100.00% | 100.00% |
09.09.2014 | 15.14% | 0.12 | 0.15 | 100'000 | 100'000 | 100'000 | 100'000 | 13'158 | 15'312 | 100.00% | 100.00% |