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 | 16.02% | 0.05 | 0.06 | 500'000 | 500'000 | 499'881 | 500'000 | 29'067 | 34'073 | 100.00% | 100.00% |
18.09.2014 | 22.72% | 0.04 | 0.05 | 500'000 | 500'000 | 499'988 | 499'977 | 20'517 | 25'516 | 98.84% | 98.84% |
17.09.2014 | 35.76% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 499'983 | 11'857 | 16'856 | 99.46% | 99.46% |
16.09.2014 | 40.00% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 10'000 | 15'000 | 99.56% | 99.56% |
15.09.2014 | 29.18% | 0.03 | 0.04 | 500'000 | 500'000 | 499'977 | 500'000 | 14'734 | 19'734 | 99.45% | 99.45% |
12.09.2014 | 19.23% | 0.05 | 0.06 | 500'000 | 500'000 | 500'000 | 500'000 | 23'728 | 28'728 | 100.00% | 100.00% |
11.09.2014 | 17.94% | 0.04 | 0.05 | 500'000 | 500'000 | 500'000 | 500'000 | 25'795 | 30'795 | 99.50% | 99.50% |
10.09.2014 | 17.20% | 0.06 | 0.07 | 500'000 | 500'000 | 500'000 | 500'000 | 26'838 | 31'838 | 100.00% | 100.00% |
09.09.2014 | 16.80% | 0.05 | 0.06 | 500'000 | 500'000 | 499'924 | 500'000 | 27'478 | 32'482 | 100.00% | 100.00% |