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 | - | - |
24.11.2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21.11.2014 | 25.41% | 0.01 | 0.02 | 300'000 | 300'000 | 297'737 | 298'456 | 12'720 | 15'734 | 29.17% | 29.65% |
20.11.2014 | 5.36% | 0.17 | 0.18 | 300'000 | 300'000 | 299'393 | 299'330 | 54'908 | 57'881 | 99.35% | 99.35% |
19.11.2014 | 6.28% | 0.17 | 0.18 | 300'000 | 300'000 | 299'769 | 299'727 | 46'891 | 49'883 | 100.00% | 100.00% |
18.11.2014 | 5.29% | 0.19 | 0.20 | 300'000 | 300'000 | 299'717 | 299'755 | 55'411 | 58'417 | 99.56% | 99.56% |
17.11.2014 | 2.91% | 0.28 | 0.29 | 300'000 | 300'000 | 299'974 | 299'933 | 102'251 | 105'240 | 99.66% | 99.66% |
14.11.2014 | 3.29% | 0.33 | 0.34 | 300'000 | 300'000 | 299'747 | 299'802 | 90'031 | 93'053 | 98.88% | 98.88% |
13.11.2014 | 3.14% | 0.25 | 0.26 | 300'000 | 300'000 | 299'768 | 299'532 | 95'275 | 98'193 | 99.76% | 99.76% |
12.11.2014 | 2.36% | 0.44 | 0.45 | 300'000 | 300'000 | 299'998 | 299'988 | 125'996 | 128'992 | 100.00% | 100.00% |