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 | - | - |
28.10.2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
27.10.2014 | - | 0.03 | 0.04 | 300'000 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
23.10.2014 | 7.61% | 0.06 | 0.07 | 300'000 | 300'000 | 299'186 | 299'346 | 41'136 | 44'142 | 99.86% | 99.86% |
22.10.2014 | 4.05% | 0.15 | 0.16 | 300'000 | 300'000 | 299'833 | 299'550 | 77'995 | 80'915 | 99.59% | 99.67% |
21.10.2014 | 2.15% | 0.40 | 0.41 | 300'000 | 300'000 | 299'872 | 299'787 | 139'632 | 142'594 | 99.60% | 99.60% |
20.10.2014 | 1.45% | 0.61 | 0.62 | 300'000 | 300'000 | 299'887 | 299'891 | 207'164 | 210'165 | 99.14% | 99.14% |
17.10.2014 | 1.24% | 0.64 | 0.65 | 300'000 | 300'000 | 299'961 | 299'929 | 242'985 | 245'958 | 93.07% | 93.07% |
16.10.2014 | 0.87% | 1.13 | 1.14 | 300'000 | 300'000 | 299'746 | 299'714 | 346'913 | 349'882 | 89.87% | 89.87% |
15.10.2014 | 1.54% | 0.83 | 0.84 | 300'000 | 300'000 | 299'816 | 299'801 | 198'614 | 201'601 | 91.63% | 91.63% |