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 | 4.45% | 0.22 | 0.23 | 510'000 | 510'000 | 510'000 | 510'000 | 111'977 | 117'077 | 98.71% | 98.71% |
18.09.2014 | 4.67% | 0.21 | 0.22 | 510'000 | 510'000 | 510'000 | 510'000 | 106'733 | 111'833 | 98.99% | 98.99% |
17.09.2014 | 4.85% | 0.20 | 0.21 | 510'000 | 510'000 | 510'000 | 510'000 | 102'579 | 107'679 | 99.94% | 99.94% |
16.09.2014 | 5.13% | 0.20 | 0.21 | 520'000 | 520'000 | 515'778 | 515'778 | 98'025 | 103'183 | 95.05% | 95.05% |
15.09.2014 | 5.11% | 0.19 | 0.20 | 510'000 | 510'000 | 510'000 | 510'000 | 97'358 | 102'458 | 99.62% | 99.62% |
12.09.2014 | 5.05% | 0.19 | 0.20 | 520'000 | 520'000 | 520'000 | 520'000 | 100'520 | 105'720 | 99.63% | 99.63% |
11.09.2014 | 5.11% | 0.19 | 0.20 | 520'000 | 520'000 | 520'000 | 520'000 | 99'308 | 104'508 | 99.34% | 99.34% |
10.09.2014 | 4.82% | 0.20 | 0.21 | 520'000 | 520'000 | 520'000 | 520'000 | 105'272 | 110'472 | 99.05% | 99.05% |
09.09.2014 | 4.09% | 0.22 | 0.23 | 520'000 | 520'000 | 520'000 | 520'000 | 124'929 | 130'129 | 99.85% | 99.85% |