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 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 84.52% |
18.09.2014 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 90.07% |
17.09.2014 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.07% |
16.09.2014 | 66.67% | 0.01 | 0.01 | 100'000 | 100'000 | 100'000 | 100'000 | 1'000 | 2'000 | 11.42% | 100.00% |
15.09.2014 | 66.90% | 0.01 | 0.02 | 100'000 | 100'000 | 100'000 | 100'000 | 1'000 | 2'007 | 94.27% | 99.57% |
12.09.2014 | 58.69% | 0.01 | 0.03 | 100'000 | 100'000 | 100'000 | 100'000 | 1'608 | 2'855 | 100.00% | 100.00% |
11.09.2014 | 45.01% | 0.02 | 0.03 | 100'000 | 100'000 | 100'000 | 100'000 | 1'833 | 2'849 | 100.00% | 100.00% |
10.09.2014 | 39.15% | 0.02 | 0.03 | 100'000 | 100'000 | 100'000 | 100'000 | 2'148 | 3'179 | 100.00% | 100.00% |
09.09.2014 | 28.57% | 0.03 | 0.04 | 100'000 | 100'000 | 100'000 | 100'000 | 3'000 | 4'000 | 100.00% | 100.00% |