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 | 5.25% | 0.17 | 0.18 | 150'000 | 150'000 | 150'000 | 150'000 | 27'899 | 29'399 | 99.78% | 99.78% |
18.09.2014 | 5.04% | 0.20 | 0.21 | 150'000 | 150'000 | 150'000 | 150'000 | 29'079 | 30'579 | 99.10% | 99.10% |
17.09.2014 | 7.68% | 0.15 | 0.16 | 150'000 | 150'000 | 169'241 | 169'241 | 21'338 | 23'030 | 99.22% | 99.22% |
16.09.2014 | 27.08% | 0.04 | 0.05 | 300'000 | 300'000 | 262'023 | 262'023 | 8'662 | 11'282 | 98.64% | 98.64% |
15.09.2014 | 27.07% | 0.04 | 0.05 | 250'000 | 250'000 | 287'847 | 287'847 | 9'258 | 12'137 | 98.86% | 98.86% |
12.09.2014 | 15.27% | 0.05 | 0.06 | 250'000 | 250'000 | 212'040 | 212'040 | 13'010 | 15'130 | 98.85% | 98.85% |
11.09.2014 | 12.17% | 0.08 | 0.09 | 250'000 | 250'000 | 212'104 | 212'104 | 16'493 | 18'614 | 98.30% | 98.30% |
10.09.2014 | 8.63% | 0.10 | 0.11 | 200'000 | 200'000 | 200'000 | 200'000 | 22'446 | 24'446 | 96.10% | 96.10% |
09.09.2014 | 5.59% | 0.15 | 0.16 | 200'000 | 200'000 | 162'193 | 162'193 | 28'207 | 29'829 | 99.43% | 99.43% |