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 | 3.09% | 0.32 | 0.33 | 300'000 | 300'000 | 300'000 | 300'000 | 95'578 | 98'578 | 100.00% | 100.00% |
18.09.2014 | 3.70% | 0.30 | 0.31 | 300'000 | 300'000 | 300'000 | 300'000 | 79'897 | 82'897 | 99.96% | 99.96% |
17.09.2014 | 4.00% | 0.25 | 0.26 | 300'000 | 300'000 | 300'000 | 300'000 | 73'520 | 76'520 | 99.05% | 99.05% |
16.09.2014 | 4.27% | 0.23 | 0.24 | 300'000 | 300'000 | 300'000 | 300'000 | 68'748 | 71'748 | 100.00% | 100.00% |
15.09.2014 | 4.40% | 0.22 | 0.23 | 300'000 | 300'000 | 300'000 | 300'000 | 66'787 | 69'787 | 100.00% | 100.00% |
12.09.2014 | 4.40% | 0.22 | 0.23 | 300'000 | 300'000 | 300'000 | 300'000 | 66'692 | 69'692 | 100.00% | 100.00% |
11.09.2014 | 4.20% | 0.24 | 0.25 | 300'000 | 300'000 | 300'000 | 300'000 | 70'021 | 73'021 | 100.00% | 100.00% |
10.09.2014 | 4.04% | 0.24 | 0.25 | 300'000 | 300'000 | 300'000 | 300'000 | 72'755 | 75'755 | 100.00% | 100.00% |
09.09.2014 | 3.71% | 0.25 | 0.26 | 300'000 | 300'000 | 300'000 | 300'000 | 79'461 | 82'461 | 100.00% | 100.00% |