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 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 95.28% |
18.09.2014 | 100.00% | 0.01 | 0.02 | 500'000 | 100'000 | 397'447 | 397'447 | 3'974 | 11'923 | 0.55% | 97.88% |
17.09.2014 | 33.83% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 15'052 | 20'437 | 96.95% | 96.95% |
16.09.2014 | 27.93% | 0.07 | 0.08 | 500'000 | 500'000 | 500'000 | 500'000 | 18'243 | 23'243 | 94.07% | 94.07% |
15.09.2014 | 32.50% | 0.01 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 14'725 | 19'987 | 95.02% | 95.02% |
12.09.2014 | 16.93% | 0.04 | 0.05 | 500'000 | 500'000 | 500'000 | 500'000 | 27'351 | 32'351 | 97.91% | 97.91% |
11.09.2014 | 12.88% | 0.09 | 0.10 | 500'000 | 500'000 | 500'000 | 500'000 | 36'595 | 41'595 | 97.41% | 97.41% |
10.09.2014 | 6.29% | 0.12 | 0.13 | 450'000 | 450'000 | 353'429 | 353'429 | 54'382 | 57'916 | 95.92% | 95.92% |
09.09.2014 | 6.28% | 0.14 | 0.15 | 400'000 | 400'000 | 350'796 | 350'796 | 54'133 | 57'641 | 98.40% | 98.40% |