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 | 2.26% | 0.87 | 0.89 | 100'000 | 100'000 | 100'000 | 100'000 | 87'324 | 89'324 | 16.42% | 16.42% |
18.09.2014 | 6.47% | 0.79 | 0.81 | 100'000 | 100'000 | 100'000 | 100'000 | 71'672 | 76'362 | 49.86% | 49.86% |
17.09.2014 | 2.32% | 0.66 | 0.72 | 100'000 | 100'000 | 100'000 | 99'290 | 68'805 | 69'912 | 90.34% | 91.66% |
16.09.2014 | 3.42% | 0.59 | 0.61 | 100'000 | 100'000 | 100'000 | 100'000 | 57'469 | 59'469 | 100.00% | 100.00% |
15.09.2014 | 3.56% | 0.58 | 0.60 | 100'000 | 100'000 | 100'000 | 100'000 | 55'154 | 57'154 | 100.00% | 100.00% |
12.09.2014 | 3.27% | 0.58 | 0.60 | 100'000 | 100'000 | 100'000 | 100'000 | 60'281 | 62'281 | 100.00% | 100.00% |
11.09.2014 | 2.43% | 0.59 | 0.61 | 100'000 | 100'000 | 100'000 | 100'000 | 59'352 | 60'804 | 97.23% | 97.23% |
10.09.2014 | 1.66% | 0.59 | 0.60 | 100'000 | 100'000 | 100'000 | 100'000 | 59'808 | 60'808 | 100.00% | 100.00% |
09.09.2014 | 1.52% | 0.63 | 0.64 | 100'000 | 100'000 | 100'000 | 100'000 | 65'509 | 66'509 | 100.00% | 100.00% |