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 | 26.41% | 0.03 | 0.04 | 100'000 | 100'000 | 100'000 | 100'000 | 3'389 | 4'389 | 100.00% | 100.00% |
18.09.2014 | 16.76% | 0.03 | 0.04 | 100'000 | 100'000 | 99'899 | 99'899 | 5'795 | 6'795 | 100.00% | 100.00% |
17.09.2014 | 14.08% | 0.08 | 0.09 | 100'000 | 100'000 | 100'000 | 100'000 | 7'209 | 8'209 | 99.64% | 99.64% |
16.09.2014 | 13.56% | 0.12 | 0.13 | 100'000 | 100'000 | 100'000 | 100'000 | 7'309 | 8'309 | 100.00% | 100.00% |
15.09.2014 | 14.76% | 0.05 | 0.06 | 100'000 | 100'000 | 100'000 | 100'000 | 6'375 | 7'375 | 100.00% | 100.00% |
12.09.2014 | 12.05% | 0.08 | 0.09 | 100'000 | 100'000 | 100'000 | 100'000 | 7'891 | 8'891 | 100.00% | 100.00% |
11.09.2014 | 11.72% | 0.08 | 0.09 | 100'000 | 100'000 | 100'000 | 100'000 | 8'047 | 9'047 | 100.00% | 100.00% |
10.09.2014 | 9.81% | 0.07 | 0.08 | 100'000 | 100'000 | 100'000 | 100'000 | 9'742 | 10'742 | 100.00% | 100.00% |
09.09.2014 | 7.63% | 0.14 | 0.15 | 100'000 | 100'000 | 100'000 | 100'000 | 12'682 | 13'682 | 100.00% | 100.00% |