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 | 6.30% | 0.19 | 0.21 | 100'000 | 100'000 | 100'000 | 100'000 | 22'703 | 24'160 | 93.42% | 93.42% |
18.09.2014 | 6.67% | 0.21 | 0.23 | 100'000 | 100'000 | 100'000 | 100'000 | 22'803 | 24'366 | 98.57% | 98.57% |
17.09.2014 | 87.37% | 0.02 | 0.03 | 100'000 | 100'000 | 100'000 | 100'000 | 1'201 | 2'983 | 4.68% | 99.05% |
16.09.2014 | - | 0.01 | 0.02 | 100'000 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15.09.2014 | 73.77% | 0.01 | 0.02 | 100'000 | 100'000 | 100'000 | 100'000 | 1'000 | 2'213 | 84.28% | 100.00% |
12.09.2014 | 96.20% | 0.01 | 0.03 | 100'000 | 100'000 | 100'000 | 100'000 | 1'063 | 3'000 | 100.00% | 100.00% |
11.09.2014 | 99.69% | 0.01 | 0.03 | 100'000 | 100'000 | 100'000 | 100'000 | 1'005 | 3'000 | 100.00% | 100.00% |
10.09.2014 | 76.78% | 0.01 | 0.02 | 100'000 | 100'000 | 100'000 | 100'000 | 1'000 | 2'303 | 100.00% | 100.00% |
09.09.2014 | 55.16% | 0.02 | 0.03 | 100'000 | 100'000 | 100'000 | 100'000 | 2'103 | 3'706 | 100.00% | 100.00% |