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 | - | - |
16.09.2014 | 15.09% | 0.07 | 0.08 | 50'000 | 100'000 | 99'602 | 100'000 | 6'114 | 7'142 | 97.37% | 97.37% |
15.09.2014 | 14.88% | 0.06 | 0.07 | 100'000 | 100'000 | 99'845 | 99'845 | 6'239 | 7'237 | 99.98% | 99.98% |
12.09.2014 | 14.19% | 0.06 | 0.07 | 100'000 | 100'000 | 100'000 | 100'000 | 6'584 | 7'584 | 99.57% | 99.57% |
11.09.2014 | 14.43% | 0.06 | 0.07 | 10'000 | 10'000 | 39'374 | 39'374 | 2'703 | 3'097 | 99.99% | 99.99% |
10.09.2014 | 13.33% | 0.07 | 0.08 | 100'000 | 100'000 | 100'000 | 100'000 | 7'000 | 8'000 | 99.86% | 99.86% |
09.09.2014 | 10.78% | 0.08 | 0.09 | 100'000 | 100'000 | 100'000 | 100'000 | 8'827 | 9'827 | 69.48% | 69.48% |
08.09.2014 | 14.04% | 0.07 | 0.08 | 100'000 | 100'000 | 95'200 | 95'200 | 6'369 | 7'321 | 95.72% | 95.72% |
05.09.2014 | 13.33% | 0.07 | 0.08 | 100'000 | 100'000 | 100'000 | 100'000 | 7'000 | 8'000 | 90.48% | 90.48% |
04.09.2014 | 13.09% | 0.08 | 0.09 | 100'000 | 100'000 | 100'000 | 100'000 | 7'176 | 8'176 | 89.64% | 89.64% |