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 | 2.81% | 0.71 | 0.73 | 100'000 | 100'000 | 100'000 | 100'000 | 70'173 | 72'173 | 99.58% | 99.58% |
18.09.2014 | 2.98% | 0.63 | 0.64 | 200'000 | 200'000 | 122'153 | 122'153 | 73'892 | 75'892 | 96.32% | 96.32% |
17.09.2014 | 2.85% | 0.52 | 0.53 | 200'000 | 200'000 | 121'958 | 121'958 | 73'098 | 75'098 | 96.06% | 96.06% |
16.09.2014 | 4.23% | 0.50 | 0.51 | 200'000 | 200'000 | 162'722 | 162'722 | 69'176 | 71'922 | 83.83% | 83.83% |
15.09.2014 | 3.35% | 0.48 | 0.49 | 200'000 | 200'000 | 125'745 | 125'745 | 64'019 | 66'105 | 94.34% | 94.34% |
12.09.2014 | 2.54% | 0.61 | 0.62 | 200'000 | 200'000 | 121'280 | 121'280 | 82'419 | 84'419 | 98.67% | 98.67% |
11.09.2014 | 2.31% | 0.73 | 0.74 | 200'000 | 200'000 | 121'735 | 121'735 | 91'645 | 93'645 | 92.98% | 92.98% |
10.09.2014 | 2.67% | 0.73 | 0.74 | 200'000 | 200'000 | 117'661 | 117'661 | 80'568 | 82'568 | 91.96% | 91.96% |
09.09.2014 | 2.49% | 0.69 | 0.70 | 200'000 | 200'000 | 119'924 | 119'924 | 84'427 | 86'427 | 93.87% | 93.87% |