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 | 39.37% | 0.06 | 0.08 | 100'000 | 100'000 | 100'000 | 100'000 | 4'233 | 6'233 | 100.00% | 100.00% |
18.09.2014 | 86.47% | 0.02 | 0.04 | 100'000 | 100'000 | 100'000 | 100'000 | 1'489 | 3'489 | 47.68% | 99.74% |
17.09.2014 | 12.64% | 0.13 | 0.15 | 100'000 | 100'000 | 100'000 | 100'000 | 15'003 | 17'003 | 99.07% | 99.07% |
16.09.2014 | 10.95% | 0.15 | 0.17 | 100'000 | 100'000 | 100'000 | 100'000 | 17'294 | 19'294 | 100.00% | 100.00% |
15.09.2014 | 8.10% | 0.18 | 0.20 | 100'000 | 100'000 | 100'000 | 100'000 | 19'531 | 21'172 | 100.00% | 100.00% |
12.09.2014 | 5.26% | 0.22 | 0.24 | 100'000 | 100'000 | 100'000 | 100'000 | 25'324 | 26'689 | 99.96% | 99.96% |
11.09.2014 | 5.75% | 0.26 | 0.27 | 100'000 | 100'000 | 100'000 | 100'000 | 25'020 | 26'494 | 100.00% | 100.00% |
10.09.2014 | 4.59% | 0.31 | 0.32 | 100'000 | 100'000 | 100'000 | 100'000 | 30'837 | 32'288 | 100.00% | 100.00% |
09.09.2014 | 4.45% | 0.31 | 0.32 | 100'000 | 100'000 | 100'000 | 100'000 | 31'833 | 33'285 | 100.00% | 100.00% |