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 | 2.67% | 0.38 | 0.39 | 200'000 | 200'000 | 199'980 | 199'943 | 74'349 | 76'335 | 100.00% | 100.00% |
18.09.2014 | 1.51% | 0.58 | 0.59 | 200'000 | 200'000 | 199'996 | 200'000 | 132'363 | 134'365 | 99.78% | 99.78% |
17.09.2014 | 1.16% | 0.86 | 0.87 | 200'000 | 200'000 | 199'979 | 199'995 | 171'641 | 173'654 | 99.66% | 99.66% |
16.09.2014 | 1.00% | 1.02 | 1.03 | 200'000 | 200'000 | 200'000 | 200'000 | 198'797 | 200'797 | 100.00% | 100.00% |
15.09.2014 | 1.10% | 0.90 | 0.91 | 200'000 | 200'000 | 200'000 | 200'000 | 180'788 | 182'788 | 99.34% | 99.34% |
12.09.2014 | 1.12% | 0.94 | 0.95 | 200'000 | 200'000 | 199'989 | 199'996 | 177'560 | 179'568 | 99.72% | 99.72% |
11.09.2014 | 1.21% | 0.85 | 0.86 | 200'000 | 200'000 | 199'938 | 199'932 | 165'729 | 167'724 | 99.78% | 99.78% |
10.09.2014 | 1.20% | 0.82 | 0.83 | 200'000 | 200'000 | 199'937 | 199'950 | 166'459 | 168'471 | 100.00% | 100.00% |
09.09.2014 | 1.41% | 0.75 | 0.76 | 200'000 | 200'000 | 200'000 | 199'992 | 141'732 | 143'726 | 100.00% | 100.00% |