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 | - | - |
28.11.2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
27.11.2014 | 19.47% | 0.03 | 0.04 | 292'000 | 300'000 | 299'713 | 299'765 | 15'057 | 18'056 | 81.10% | 81.10% |
26.11.2014 | 10.31% | 0.12 | 0.13 | 300'000 | 300'000 | 299'660 | 299'670 | 27'991 | 30'991 | 99.31% | 99.31% |
25.11.2014 | 11.03% | 0.13 | 0.14 | 300'000 | 200'000 | 299'871 | 299'772 | 26'906 | 29'892 | 99.85% | 99.85% |
24.11.2014 | 13.03% | 0.12 | 0.13 | 300'000 | 300'000 | 299'382 | 299'310 | 22'265 | 25'252 | 95.89% | 95.89% |
21.11.2014 | 7.57% | 0.07 | 0.08 | 300'000 | 300'000 | 299'954 | 299'931 | 40'731 | 43'726 | 100.00% | 100.00% |
20.11.2014 | 3.25% | 0.29 | 0.30 | 300'000 | 300'000 | 299'922 | 299'910 | 90'992 | 93'988 | 99.35% | 99.35% |
19.11.2014 | 3.57% | 0.29 | 0.30 | 300'000 | 300'000 | 299'945 | 299'938 | 82'915 | 85'913 | 100.00% | 100.00% |
18.11.2014 | 3.23% | 0.31 | 0.32 | 300'000 | 300'000 | 299'971 | 299'934 | 91'455 | 94'443 | 99.56% | 99.56% |