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 | 19.94% | 0.08 | 0.10 | 400'000 | 400'000 | 400'000 | 400'000 | 36'186 | 44'186 | 100.00% | 100.00% |
18.09.2014 | 24.24% | 0.08 | 0.10 | 400'000 | 400'000 | 400'000 | 400'000 | 29'336 | 37'336 | 99.94% | 99.94% |
17.09.2014 | 34.94% | 0.05 | 0.07 | 400'000 | 400'000 | 399'978 | 400'000 | 19'142 | 27'144 | 100.00% | 100.00% |
16.09.2014 | 22.06% | 0.04 | 0.05 | 500'000 | 500'000 | 465'512 | 465'489 | 18'787 | 23'441 | 100.00% | 100.00% |
15.09.2014 | 17.94% | 0.05 | 0.06 | 400'000 | 400'000 | 414'926 | 414'926 | 21'122 | 25'271 | 99.77% | 100.00% |
12.09.2014 | 14.45% | 0.07 | 0.08 | 400'000 | 400'000 | 426'263 | 426'263 | 27'428 | 31'696 | 100.00% | 100.00% |
11.09.2014 | 14.10% | 0.06 | 0.07 | 500'000 | 500'000 | 454'197 | 454'197 | 29'948 | 34'490 | 100.00% | 100.00% |
10.09.2014 | 13.97% | 0.07 | 0.08 | 400'000 | 400'000 | 497'157 | 497'157 | 33'243 | 38'214 | 100.00% | 100.00% |
09.09.2014 | 13.36% | 0.06 | 0.07 | 500'000 | 500'000 | 500'000 | 500'000 | 35'114 | 40'114 | 100.00% | 100.00% |