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 | 32.87% | 0.09 | 0.13 | 100'000 | 100'000 | 100'000 | 100'000 | 10'197 | 14'197 | 100.00% | 100.00% |
18.09.2014 | 28.91% | 0.09 | 0.12 | 100'000 | 100'000 | 103'385 | 103'354 | 9'168 | 12'266 | 99.94% | 99.94% |
17.09.2014 | 29.61% | 0.08 | 0.11 | 150'000 | 150'000 | 150'000 | 150'000 | 12'992 | 17'492 | 100.00% | 100.00% |
16.09.2014 | 40.24% | 0.06 | 0.09 | 150'000 | 150'000 | 150'000 | 150'000 | 9'042 | 13'542 | 100.00% | 100.00% |
15.09.2014 | 27.28% | 0.09 | 0.12 | 150'000 | 150'000 | 150'000 | 150'000 | 14'280 | 18'780 | 100.00% | 100.00% |
12.09.2014 | 27.48% | 0.09 | 0.12 | 150'000 | 150'000 | 150'000 | 150'000 | 14'161 | 18'661 | 2.48% | 2.48% |
11.09.2014 | 19.76% | 0.11 | 0.14 | 150'000 | 150'000 | 150'000 | 150'000 | 20'676 | 25'176 | 97.94% | 97.94% |
10.09.2014 | 17.34% | 0.15 | 0.18 | 150'000 | 150'000 | 150'000 | 150'000 | 23'794 | 28'294 | 100.00% | 100.00% |
09.09.2014 | 17.86% | 0.15 | 0.18 | 150'000 | 150'000 | 150'000 | 150'000 | 23'026 | 27'526 | 100.00% | 100.00% |