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 | 22.89% | 1.47 | 1.54 | 10'000 | 10'000 | 10'000 | 10'000 | 6'204 | 7'795 | 65.08% | 65.08% |
18.09.2014 | 29.81% | 0.65 | 0.68 | 20'000 | 20'000 | 11'993 | 11'993 | 5'833 | 7'506 | 97.31% | 97.31% |
17.09.2014 | 14.85% | 0.46 | 0.54 | 20'000 | 20'000 | 11'676 | 11'675 | 7'657 | 8'882 | 54.94% | 54.94% |
16.09.2014 | 13.25% | 0.59 | 0.63 | 20'000 | 20'000 | 11'922 | 11'904 | 6'586 | 7'413 | 96.45% | 96.45% |
15.09.2014 | 10.39% | 0.53 | 0.56 | 20'000 | 20'000 | 11'934 | 11'934 | 10'938 | 12'092 | 96.61% | 96.61% |
12.09.2014 | 8.34% | 1.14 | 1.18 | 20'000 | 20'000 | 12'181 | 12'181 | 13'215 | 14'255 | 99.66% | 99.66% |
11.09.2014 | 8.31% | 1.00 | 1.04 | 20'000 | 20'000 | 12'568 | 12'568 | 14'461 | 15'567 | 84.94% | 84.94% |
10.09.2014 | 7.48% | 1.32 | 1.35 | 20'000 | 20'000 | 11'944 | 11'944 | 13'305 | 14'190 | 96.72% | 96.72% |
09.09.2014 | 4.34% | 1.53 | 1.55 | 20'000 | 20'000 | 12'097 | 12'097 | 22'565 | 23'501 | 98.61% | 98.61% |