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 | - | - |
17.10.2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
16.10.2014 | 10.32% | 0.01 | 0.02 | 200'000 | 200'000 | 191'378 | 208'832 | 19'438 | 23'509 | 28.40% | 28.75% |
15.10.2014 | 5.21% | 0.15 | 0.16 | 200'000 | 195'000 | 199'994 | 199'787 | 38'241 | 40'201 | 97.12% | 97.12% |
14.10.2014 | 4.37% | 0.26 | 0.27 | 200'000 | 200'000 | 199'944 | 197'755 | 44'990 | 46'531 | 99.06% | 99.06% |
13.10.2014 | 3.77% | 0.25 | 0.26 | 200'000 | 200'000 | 200'000 | 199'148 | 52'198 | 53'973 | 99.32% | 99.32% |
10.10.2014 | 3.76% | 0.26 | 0.27 | 200'000 | 200'000 | 200'000 | 199'354 | 52'318 | 54'153 | 92.66% | 92.66% |
09.10.2014 | 2.82% | 0.31 | 0.32 | 200'000 | 200'000 | 200'000 | 199'499 | 70'262 | 72'091 | 98.43% | 98.43% |
08.10.2014 | 2.62% | 0.35 | 0.36 | 200'000 | 200'000 | 199'459 | 199'992 | 75'298 | 77'505 | 100.00% | 100.00% |
07.10.2014 | 2.49% | 0.38 | 0.39 | 200'000 | 200'000 | 200'000 | 199'827 | 79'338 | 81'268 | 100.00% | 100.00% |