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 | - | - |
26.11.2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
25.11.2014 | 6.26% | 0.02 | 0.03 | 750'000 | 750'000 | 749'991 | 749'973 | 132'833 | 140'331 | 65.69% | 65.69% |
24.11.2014 | 2.73% | 0.39 | 0.40 | 750'000 | 750'000 | 749'988 | 749'966 | 274'174 | 281'666 | 99.90% | 99.90% |
21.11.2014 | 1.47% | 0.52 | 0.53 | 750'000 | 750'000 | 749'942 | 750'000 | 520'016 | 527'553 | 99.68% | 99.68% |
20.11.2014 | 0.79% | 1.16 | 1.17 | 750'000 | 750'000 | 749'999 | 749'999 | 945'196 | 952'695 | 98.06% | 98.06% |
19.11.2014 | 0.90% | 1.17 | 1.18 | 750'000 | 750'000 | 750'000 | 750'000 | 829'415 | 836'915 | 99.75% | 99.75% |
18.11.2014 | 0.79% | 1.18 | 1.19 | 750'000 | 750'000 | 750'000 | 749'999 | 952'459 | 959'958 | 99.52% | 99.52% |
17.11.2014 | 0.60% | 1.52 | 1.53 | 750'000 | 750'000 | 750'000 | 750'000 | 1'256'200 | 1'263'700 | 99.48% | 99.48% |
14.11.2014 | 0.59% | 1.66 | 1.67 | 750'000 | 750'000 | 750'000 | 750'000 | 1'265'760 | 1'273'260 | 98.84% | 98.84% |