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 | - | - | 0,04 | 0 | 400 000 | 0 | 0 | 0 | 0 | 0,00% | 1,67% |
18/09/2014 | - | - | 0,02 | 0 | 450 000 | 0 | 0 | 0 | 0 | 0,00% | 96,98% |
17/09/2014 | - | - | 0,02 | 0 | 500 000 | 0 | 0 | 0 | 0 | 0,00% | 98,03% |
16/09/2014 | - | - | 0,02 | 0 | 500 000 | 0 | 0 | 0 | 0 | 0,00% | 88,26% |
15/09/2014 | - | - | 0,02 | 0 | 500 000 | 0 | 0 | 0 | 0 | 0,00% | 97,60% |
12/09/2014 | 100,00% | 0,01 | 0,03 | 450 000 | 450 000 | 469 349 | 469 349 | 4 693 | 14 080 | 90,25% | 97,35% |
11/09/2014 | 42,33% | 0,02 | 0,03 | 450 000 | 450 000 | 393 502 | 393 502 | 9 203 | 13 631 | 89,39% | 89,39% |
10/09/2014 | 38,01% | 0,03 | 0,04 | 400 000 | 400 000 | 418 746 | 418 746 | 10 694 | 15 311 | 95,47% | 95,47% |
09/09/2014 | 26,88% | 0,02 | 0,03 | 400 000 | 400 000 | 362 457 | 362 457 | 12 323 | 15 961 | 100,00% | 100,00% |