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 | - | - |
29.10.2014 | 0.23% | 107.93 | 108.18 | 500'000 | 50'000 | 499'825 | 50'000 | 539'461 | 54'090 | 100.00% | 100.00% |
28.10.2014 | 0.23% | 107.93 | 108.18 | 500'000 | 50'000 | 500'000 | 50'000 | 539'644 | 54'089 | 100.00% | 100.00% |
27.10.2014 | 0.23% | 107.90 | 108.15 | 500'000 | 50'000 | 500'000 | 50'000 | 539'586 | 54'084 | 100.00% | 100.00% |
23.10.2014 | 0.23% | 107.40 | 107.65 | 500'000 | 50'000 | 499'827 | 50'000 | 534'774 | 53'621 | 100.00% | 100.00% |
22.10.2014 | 0.23% | 106.53 | 106.78 | 500'000 | 50'000 | 500'000 | 50'000 | 532'114 | 53'336 | 100.00% | 100.00% |
21.10.2014 | 0.24% | 105.16 | 105.41 | 500'000 | 50'000 | 500'000 | 49'977 | 526'714 | 52'772 | 98.30% | 98.30% |
20.10.2014 | 0.24% | 105.23 | 105.48 | 500'000 | 50'000 | 499'641 | 50'000 | 524'690 | 52'632 | 96.14% | 96.14% |
17.10.2014 | 0.26% | 94.08 | 94.33 | 500'000 | 50'000 | 499'618 | 49'953 | 475'805 | 47'699 | 69.05% | 69.05% |
16.10.2014 | 0.30% | 83.22 | 83.47 | 500'000 | 50'000 | 499'785 | 77'206 | 412'485 | 63'869 | 49.54% | 49.92% |