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 | - | - |
18.09.2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
17.09.2014 | 4.21% | 0.27 | 0.28 | 300'000 | 100'000 | 300'000 | 100'000 | 88'976 | 30'936 | 68.21% | 68.21% |
16.09.2014 | 3.95% | 0.35 | 0.36 | 300'000 | 100'000 | 300'000 | 100'000 | 101'375 | 35'154 | 99.96% | 99.96% |
15.09.2014 | 3.54% | 0.33 | 0.34 | 300'000 | 100'000 | 300'000 | 100'000 | 107'962 | 37'286 | 100.00% | 100.00% |
12.09.2014 | 3.82% | 0.36 | 0.37 | 300'000 | 100'000 | 300'000 | 100'000 | 104'178 | 36'075 | 100.00% | 100.00% |
11.09.2014 | 3.83% | 0.33 | 0.34 | 300'000 | 100'000 | 300'000 | 100'000 | 98'907 | 34'258 | 100.00% | 100.00% |
10.09.2014 | 3.53% | 0.34 | 0.35 | 300'000 | 100'000 | 300'000 | 100'000 | 105'271 | 36'350 | 100.00% | 100.00% |
09.09.2014 | 3.45% | 0.33 | 0.35 | 300'000 | 100'000 | 300'000 | 100'000 | 103'197 | 35'606 | 95.95% | 95.95% |
08.09.2014 | 3.18% | 0.39 | 0.41 | 300'000 | 100'000 | 300'000 | 100'000 | 122'609 | 42'193 | 99.90% | 99.90% |