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 | - | 0.06 | 0.07 | 200'000 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
18.09.2014 | 6.03% | 0.09 | 0.10 | 200'000 | 200'000 | 199'995 | 199'994 | 35'373 | 37'371 | 99.78% | 99.78% |
17.09.2014 | 2.69% | 0.38 | 0.39 | 200'000 | 200'000 | 200'000 | 200'000 | 73'488 | 75'488 | 99.66% | 99.66% |
16.09.2014 | 2.02% | 0.52 | 0.53 | 200'000 | 200'000 | 199'904 | 199'979 | 98'141 | 100'177 | 100.00% | 100.00% |
15.09.2014 | 2.48% | 0.40 | 0.41 | 200'000 | 200'000 | 200'000 | 199'994 | 79'982 | 81'980 | 99.34% | 99.34% |
12.09.2014 | 2.46% | 0.46 | 0.47 | 200'000 | 200'000 | 199'966 | 199'913 | 80'798 | 82'775 | 99.72% | 99.72% |
11.09.2014 | 2.94% | 0.37 | 0.38 | 200'000 | 200'000 | 199'960 | 199'991 | 68'942 | 70'955 | 99.78% | 99.78% |
10.09.2014 | 2.87% | 0.33 | 0.34 | 200'000 | 200'000 | 199'974 | 199'957 | 69'815 | 71'810 | 100.00% | 100.00% |
09.09.2014 | 4.49% | 0.27 | 0.28 | 200'000 | 200'000 | 199'995 | 200'000 | 45'195 | 47'197 | 100.00% | 100.00% |