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 | 1.87% | 1.06 | 1.08 | 100'000 | 100'000 | 100'000 | 100'000 | 106'035 | 108'035 | 16.42% | 16.42% |
18.09.2014 | 5.14% | 0.98 | 1.00 | 100'000 | 100'000 | 100'000 | 100'000 | 90'484 | 95'175 | 49.86% | 49.86% |
17.09.2014 | 1.82% | 0.84 | 0.90 | 100'000 | 100'000 | 100'000 | 99'837 | 87'502 | 88'959 | 90.67% | 91.66% |
16.09.2014 | 2.61% | 0.77 | 0.79 | 100'000 | 100'000 | 100'000 | 100'000 | 75'704 | 77'704 | 100.00% | 100.00% |
15.09.2014 | 2.69% | 0.76 | 0.78 | 100'000 | 100'000 | 100'000 | 100'000 | 73'343 | 75'343 | 100.00% | 100.00% |
12.09.2014 | 2.51% | 0.77 | 0.79 | 100'000 | 100'000 | 100'000 | 100'000 | 78'679 | 80'679 | 100.00% | 100.00% |
11.09.2014 | 1.86% | 0.77 | 0.79 | 100'000 | 100'000 | 100'000 | 100'000 | 77'537 | 78'988 | 97.23% | 97.23% |
10.09.2014 | 1.28% | 0.77 | 0.78 | 100'000 | 100'000 | 100'000 | 100'000 | 77'860 | 78'860 | 100.00% | 100.00% |
09.09.2014 | 1.19% | 0.81 | 0.82 | 100'000 | 100'000 | 100'000 | 100'000 | 83'907 | 84'907 | 100.00% | 100.00% |