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 | 91.84% | 0.02 | 0.05 | 75'000 | 75'000 | 75'000 | 75'000 | 1'366 | 3'616 | 89.84% | 89.84% |
18.09.2014 | 46.00% | 0.04 | 0.07 | 75'000 | 75'000 | 74'925 | 74'925 | 3'857 | 6'105 | 100.00% | 100.00% |
17.09.2014 | 24.84% | 0.09 | 0.12 | 75'000 | 75'000 | 75'000 | 75'000 | 8'023 | 10'273 | 99.64% | 99.64% |
16.09.2014 | 10.41% | 0.27 | 0.30 | 75'000 | 75'000 | 75'000 | 75'000 | 20'516 | 22'766 | 100.00% | 100.00% |
15.09.2014 | 10.74% | 0.27 | 0.30 | 75'000 | 75'000 | 75'000 | 75'000 | 19'853 | 22'103 | 100.00% | 100.00% |
12.09.2014 | 12.42% | 0.23 | 0.26 | 75'000 | 75'000 | 75'000 | 75'000 | 17'015 | 19'265 | 100.00% | 100.00% |
11.09.2014 | 10.90% | 0.25 | 0.28 | 75'000 | 75'000 | 75'000 | 75'000 | 19'573 | 21'823 | 100.00% | 100.00% |
10.09.2014 | 10.76% | 0.27 | 0.30 | 75'000 | 75'000 | 75'000 | 75'000 | 19'804 | 22'054 | 100.00% | 100.00% |
09.09.2014 | 8.61% | 0.32 | 0.35 | 75'000 | 75'000 | 75'000 | 75'000 | 25'023 | 27'273 | 100.00% | 100.00% |