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 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 99.83% |
18.09.2014 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 99.45% |
17.09.2014 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 98.64% |
16.09.2014 | - | - | 0.02 | 0 | 440'000 | 0 | 0 | 0 | 0 | 0.00% | 92.00% |
15.09.2014 | - | - | 0.02 | 0 | 420'000 | 0 | 0 | 0 | 0 | 0.00% | 98.72% |
12.09.2014 | - | - | 0.02 | 0 | 450'000 | 0 | 0 | 0 | 0 | 0.00% | 99.70% |
11.09.2014 | 67.57% | 0.01 | 0.02 | 270'000 | 270'000 | 253'076 | 253'076 | 3'992 | 7'728 | 46.40% | 97.00% |
10.09.2014 | 87.75% | 0.01 | 0.03 | 290'000 | 290'000 | 245'467 | 245'467 | 2'956 | 7'498 | 83.44% | 94.15% |
09.09.2014 | 13.26% | 0.07 | 0.08 | 140'000 | 140'000 | 147'640 | 147'640 | 10'493 | 11'970 | 94.91% | 94.91% |