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 | - | - |
29.10.2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
28.10.2014 | - | 0.04 | 0.05 | 300'000 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
27.10.2014 | 5.70% | 0.18 | 0.19 | 300'000 | 300'000 | 299'737 | 299'620 | 55'195 | 58'160 | 99.22% | 99.58% |
23.10.2014 | 4.23% | 0.16 | 0.17 | 300'000 | 300'000 | 299'559 | 299'668 | 71'371 | 74'400 | 99.92% | 100.00% |
22.10.2014 | 2.73% | 0.27 | 0.28 | 300'000 | 300'000 | 300'000 | 299'885 | 111'181 | 114'146 | 99.68% | 99.77% |
21.10.2014 | 1.77% | 0.50 | 0.51 | 300'000 | 300'000 | 299'898 | 299'888 | 169'667 | 172'660 | 99.51% | 99.51% |
20.10.2014 | 1.26% | 0.71 | 0.72 | 300'000 | 300'000 | 299'959 | 299'954 | 237'212 | 240'208 | 99.14% | 99.14% |
17.10.2014 | 1.10% | 0.74 | 0.75 | 300'000 | 300'000 | 300'000 | 300'000 | 273'031 | 276'031 | 93.07% | 93.07% |
16.10.2014 | 0.80% | 1.23 | 1.24 | 300'000 | 300'000 | 300'000 | 300'000 | 377'228 | 380'228 | 89.87% | 89.87% |