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 | - | - |
16.10.2014 | 0.84% | 1.18 | 1.19 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'207'800 | 1'217'800 | 98.44% | 98.44% |
15.10.2014 | 1.41% | 0.88 | 0.89 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 719'844 | 729'844 | 99.34% | 99.34% |
14.10.2014 | 1.57% | 0.54 | 0.55 | 1'000'000 | 1'000'000 | 999'995 | 1'000'000 | 635'621 | 645'624 | 99.76% | 99.76% |
13.10.2014 | 1.81% | 0.53 | 0.54 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 549'546 | 559'546 | 99.84% | 99.84% |
10.10.2014 | 2.10% | 0.46 | 0.47 | 1'000'000 | 1'000'000 | 999'995 | 1'000'000 | 474'967 | 484'969 | 100.00% | 100.00% |
09.10.2014 | 4.63% | 0.28 | 0.29 | 1'000'000 | 1'000'000 | 999'998 | 1'000'000 | 217'638 | 227'639 | 100.00% | 100.00% |
08.10.2014 | 3.49% | 0.30 | 0.31 | 1'000'000 | 1'000'000 | 999'936 | 999'962 | 283'021 | 293'027 | 100.00% | 100.00% |
07.10.2014 | 5.45% | 0.21 | 0.22 | 1'000'000 | 1'000'000 | 999'729 | 999'992 | 182'005 | 192'059 | 100.00% | 100.00% |
06.10.2014 | 10.01% | 0.10 | 0.11 | 1'000'000 | 1'000'000 | 999'942 | 999'877 | 95'213 | 105'206 | 100.00% | 100.00% |