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 | - | - |
29.07.2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
28.07.2014 | 9.49% | 0.03 | 0.04 | 750'000 | 750'000 | 749'926 | 749'373 | 77'872 | 85'311 | 80.04% | 80.04% |
25.07.2014 | 2.53% | 0.19 | 0.20 | 750'000 | 750'000 | 749'997 | 749'918 | 300'027 | 307'492 | 96.69% | 96.69% |
24.07.2014 | 2.15% | 0.45 | 0.46 | 750'000 | 750'000 | 749'987 | 749'977 | 353'751 | 361'247 | 94.20% | 94.20% |
23.07.2014 | 2.12% | 0.43 | 0.44 | 750'000 | 750'000 | 749'992 | 749'889 | 351'987 | 359'436 | 99.74% | 99.74% |
22.07.2014 | 3.55% | 0.36 | 0.37 | 750'000 | 750'000 | 749'947 | 749'863 | 212'425 | 219'900 | 98.17% | 98.17% |
21.07.2014 | 6.86% | 0.09 | 0.10 | 750'000 | 750'000 | 749'948 | 749'862 | 125'021 | 132'703 | 98.24% | 98.24% |
18.07.2014 | 3.22% | 0.34 | 0.35 | 750'000 | 750'000 | 749'883 | 749'961 | 230'283 | 237'810 | 99.01% | 99.01% |
17.07.2014 | 1.75% | 0.49 | 0.50 | 750'000 | 750'000 | 749'998 | 749'985 | 430'001 | 437'494 | 97.94% | 97.94% |