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 | 7.12% | 0.15 | 0.16 | 200'000 | 200'000 | 200'000 | 200'000 | 28'207 | 30'207 | 100.00% | 100.00% |
18.09.2014 | 2.33% | 0.35 | 0.36 | 200'000 | 200'000 | 199'996 | 199'996 | 86'027 | 88'026 | 99.78% | 99.78% |
17.09.2014 | 1.60% | 0.63 | 0.64 | 200'000 | 200'000 | 199'981 | 199'995 | 123'881 | 125'889 | 99.66% | 99.66% |
16.09.2014 | 1.36% | 0.76 | 0.77 | 200'000 | 200'000 | 199'940 | 199'977 | 146'445 | 148'472 | 100.00% | 100.00% |
15.09.2014 | 1.55% | 0.64 | 0.65 | 200'000 | 200'000 | 199'957 | 199'953 | 128'370 | 130'367 | 99.34% | 99.34% |
12.09.2014 | 1.56% | 0.69 | 0.70 | 200'000 | 200'000 | 199'935 | 199'895 | 127'140 | 129'113 | 99.72% | 99.72% |
11.09.2014 | 1.74% | 0.60 | 0.61 | 200'000 | 200'000 | 199'966 | 199'989 | 115'338 | 117'353 | 99.78% | 99.78% |
10.09.2014 | 1.72% | 0.56 | 0.57 | 200'000 | 200'000 | 199'974 | 199'979 | 116'163 | 118'166 | 100.00% | 100.00% |
09.09.2014 | 2.18% | 0.50 | 0.51 | 200'000 | 200'000 | 199'992 | 199'992 | 91'448 | 93'449 | 100.00% | 100.00% |