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 | - | - |
15.08.2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
14.08.2014 | 4.86% | 0.15 | 0.16 | 550'000 | 550'000 | 530'610 | 530'610 | 109'057 | 114'363 | 98.61% | 98.61% |
13.08.2014 | 3.47% | 0.26 | 0.27 | 550'000 | 550'000 | 550'000 | 550'000 | 156'013 | 161'513 | 99.83% | 99.83% |
12.08.2014 | 2.88% | 0.37 | 0.38 | 550'000 | 550'000 | 550'000 | 550'000 | 189'040 | 194'540 | 100.00% | 100.00% |
11.08.2014 | 2.88% | 0.36 | 0.37 | 550'000 | 550'000 | 549'999 | 550'000 | 188'356 | 193'857 | 100.00% | 100.00% |
08.08.2014 | 1.74% | 0.48 | 0.49 | 550'000 | 550'000 | 550'000 | 550'000 | 314'615 | 320'115 | 96.43% | 96.43% |
07.08.2014 | 2.58% | 0.43 | 0.44 | 600'000 | 600'000 | 580'317 | 580'317 | 222'886 | 228'689 | 76.04% | 76.04% |
06.08.2014 | 1.98% | 0.45 | 0.46 | 550'000 | 550'000 | 550'000 | 550'000 | 277'164 | 282'664 | 84.49% | 84.49% |
05.08.2014 | 3.29% | 0.33 | 0.34 | 650'000 | 650'000 | 633'792 | 633'794 | 190'525 | 196'864 | 72.81% | 72.81% |