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 | 0.50% | 1.98 | 1.99 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'007'800 | 2'017'800 | 98.44% | 98.44% |
15.10.2014 | 0.66% | 1.68 | 1.69 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'518'800 | 1'528'800 | 99.34% | 99.34% |
14.10.2014 | 0.70% | 1.34 | 1.35 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'431'900 | 1'441'900 | 99.76% | 99.76% |
13.10.2014 | 0.75% | 1.32 | 1.33 | 1'000'000 | 1'000'000 | 999'974 | 1'000'000 | 1'334'290 | 1'344'320 | 99.84% | 99.84% |
10.10.2014 | 0.80% | 1.23 | 1.24 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'244'750 | 1'254'750 | 100.00% | 100.00% |
09.10.2014 | 1.09% | 1.02 | 1.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 918'108 | 928'108 | 100.00% | 100.00% |
08.10.2014 | 1.00% | 1.02 | 1.03 | 1'000'000 | 1'000'000 | 999'992 | 1'000'000 | 998'505 | 1'008'510 | 100.00% | 100.00% |
07.10.2014 | 1.24% | 0.88 | 0.89 | 1'000'000 | 1'000'000 | 999'998 | 1'000'000 | 805'962 | 815'963 | 100.00% | 100.00% |
06.10.2014 | 1.76% | 0.57 | 0.58 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 563'709 | 573'709 | 100.00% | 100.00% |