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 | - | - |
24.11.2014 | 0.79% | 100.70 | 101.50 | 5'000 | 5'000 | 5'000 | 5'000 | 503'500 | 507'500 | 100.00% | 100.00% |
21.11.2014 | 0.79% | 100.50 | 101.30 | 3'800 | 5'000 | 3'843 | 5'000 | 386'146 | 506'371 | 100.00% | 100.00% |
20.11.2014 | 0.79% | 100.30 | 101.10 | 2'405 | 5'000 | 2'410 | 5'000 | 241'700 | 505'500 | 97.89% | 97.89% |
19.11.2014 | 0.79% | 100.30 | 101.10 | 3'250 | 5'000 | 3'287 | 5'000 | 329'774 | 505'679 | 100.00% | 100.00% |
18.11.2014 | 0.79% | 100.30 | 101.10 | 3'900 | 5'000 | 4'311 | 5'000 | 432'343 | 505'500 | 100.00% | 100.00% |
17.11.2014 | 0.79% | 100.30 | 101.10 | 5'000 | 5'000 | 5'000 | 5'000 | 501'500 | 505'500 | 100.00% | 100.00% |
14.11.2014 | 0.79% | 100.30 | 101.10 | 4'000 | 5'000 | 4'848 | 5'000 | 486'274 | 505'500 | 100.00% | 100.00% |
13.11.2014 | 0.79% | 100.30 | 101.10 | 1'400 | 5'000 | 2'051 | 5'000 | 205'733 | 505'500 | 100.00% | 100.00% |
12.11.2014 | 0.79% | 100.30 | 101.10 | 3'250 | 5'000 | 3'582 | 5'000 | 359'256 | 505'500 | 100.00% | 100.00% |