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 | 1.59% | 1.25 | 1.27 | 100'000 | 100'000 | 100'000 | 100'000 | 125'000 | 127'000 | 16.42% | 16.42% |
18.09.2014 | 4.26% | 1.16 | 1.18 | 100'000 | 100'000 | 100'000 | 100'000 | 109'194 | 113'884 | 49.86% | 49.86% |
17.09.2014 | 1.49% | 1.03 | 1.09 | 100'000 | 100'000 | 100'000 | 99'081 | 106'365 | 106'964 | 91.58% | 91.58% |
16.09.2014 | 2.10% | 0.96 | 0.98 | 100'000 | 100'000 | 100'000 | 99'524 | 94'122 | 95'665 | 99.87% | 100.00% |
15.09.2014 | 2.16% | 0.94 | 0.96 | 100'000 | 100'000 | 100'000 | 100'000 | 91'698 | 93'698 | 100.00% | 100.00% |
12.09.2014 | 2.04% | 0.95 | 0.97 | 100'000 | 100'000 | 100'000 | 100'000 | 97'105 | 99'105 | 100.00% | 100.00% |
11.09.2014 | 1.51% | 0.95 | 0.97 | 100'000 | 100'000 | 100'000 | 100'000 | 95'877 | 97'329 | 97.23% | 97.23% |
10.09.2014 | 1.03% | 0.95 | 0.96 | 100'000 | 100'000 | 100'000 | 100'000 | 96'192 | 97'192 | 100.00% | 100.00% |
09.09.2014 | 0.97% | 0.99 | 1.00 | 100'000 | 100'000 | 100'000 | 100'000 | 102'365 | 103'365 | 100.00% | 100.00% |