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 | 1.38% | 1.43 | 1.45 | 100'000 | 100'000 | 100'000 | 100'000 | 143'944 | 145'944 | 16.42% | 16.42% |
18.09.2014 | 4.14% | 1.35 | 1.37 | 100'000 | 100'000 | 100'000 | 100'000 | 127'307 | 132'654 | 100.00% | 100.00% |
17.09.2014 | 1.28% | 1.22 | 1.28 | 100'000 | 100'000 | 100'000 | 99'292 | 124'701 | 125'413 | 90.34% | 91.66% |
16.09.2014 | 1.76% | 1.14 | 1.16 | 100'000 | 100'000 | 100'000 | 99'752 | 112'683 | 114'398 | 100.00% | 100.00% |
15.09.2014 | 1.80% | 1.13 | 1.15 | 100'000 | 100'000 | 100'000 | 100'000 | 110'278 | 112'278 | 100.00% | 100.00% |
12.09.2014 | 1.71% | 1.14 | 1.16 | 100'000 | 100'000 | 100'000 | 100'000 | 115'757 | 117'757 | 100.00% | 100.00% |
11.09.2014 | 1.26% | 1.14 | 1.16 | 100'000 | 100'000 | 100'000 | 100'000 | 114'421 | 115'873 | 97.23% | 97.23% |
10.09.2014 | 0.87% | 1.14 | 1.15 | 100'000 | 100'000 | 100'000 | 100'000 | 114'755 | 115'755 | 100.00% | 100.00% |
09.09.2014 | 0.82% | 1.18 | 1.19 | 100'000 | 100'000 | 100'000 | 100'000 | 121'016 | 122'016 | 100.00% | 100.00% |