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 | 1.34% | 73.90 | 74.90 | 200'000 | 20'000 | 200'000 | 20'000 | 147'704 | 14'970 | 96.02% | 96.02% |
16.10.2014 | 1.38% | 72.90 | 73.90 | 200'000 | 20'000 | 200'000 | 20'000 | 143'547 | 14'555 | 95.39% | 95.39% |
15.10.2014 | 1.35% | 72.80 | 73.80 | 200'000 | 20'000 | 200'000 | 20'000 | 147'226 | 14'923 | 96.33% | 96.33% |
14.10.2014 | 1.36% | 73.80 | 74.80 | 200'000 | 20'000 | 200'000 | 20'000 | 146'308 | 14'831 | 93.33% | 93.33% |
13.10.2014 | 1.13% | 73.80 | 74.80 | 200'000 | 20'000 | 200'000 | 20'000 | 147'982 | 14'967 | 98.05% | 98.05% |
10.10.2014 | 0.54% | 74.40 | 74.80 | 200'000 | 20'000 | 199'994 | 20'000 | 149'075 | 14'988 | 94.85% | 94.85% |
09.10.2014 | 0.52% | 75.60 | 76.00 | 200'000 | 20'000 | 199'933 | 20'000 | 152'356 | 15'321 | 99.19% | 99.19% |
08.10.2014 | 0.53% | 75.50 | 75.90 | 200'000 | 20'000 | 199'852 | 20'000 | 151'023 | 15'194 | 100.00% | 100.00% |
07.10.2014 | 0.52% | 76.00 | 76.40 | 200'000 | 20'000 | 200'000 | 20'000 | 153'007 | 15'381 | 99.31% | 99.31% |