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 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.70% |
18.09.2014 | 80.30% | 0.01 | 0.02 | 500'000 | 100'000 | 498'841 | 498'841 | 7'288 | 15'778 | 83.94% | 98.75% |
17.09.2014 | 20.10% | 0.04 | 0.05 | 500'000 | 500'000 | 500'000 | 500'000 | 22'637 | 27'637 | 98.82% | 98.82% |
16.09.2014 | 9.69% | 0.10 | 0.11 | 500'000 | 500'000 | 497'749 | 497'749 | 49'141 | 54'118 | 94.23% | 94.23% |
15.09.2014 | 49.29% | 0.06 | 0.07 | 500'000 | 500'000 | 500'000 | 500'000 | 10'938 | 16'965 | 89.52% | 89.52% |
12.09.2014 | 73.14% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 7'244 | 15'006 | 87.09% | 87.09% |
11.09.2014 | 27.23% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 16'115 | 21'115 | 89.54% | 89.54% |
10.09.2014 | 18.02% | 0.05 | 0.06 | 500'000 | 500'000 | 500'000 | 500'000 | 25'318 | 30'318 | 92.77% | 92.77% |
09.09.2014 | 25.18% | 0.04 | 0.05 | 500'000 | 500'000 | 500'000 | 500'000 | 17'673 | 22'673 | 69.45% | 69.45% |