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 | - | - |
17.10.2014 | 2.31% | 1.30 | 1.33 | 750'000 | 750'000 | 750'000 | 750'000 | 965'564 | 988'064 | 92.21% | 92.21% |
16.10.2014 | 1.66% | 1.68 | 1.72 | 750'000 | 750'000 | 750'000 | 750'000 | 1'313'950 | 1'335'920 | 65.64% | 65.64% |
15.10.2014 | 0.84% | 1.42 | 1.43 | 750'000 | 750'000 | 750'000 | 750'000 | 901'077 | 908'577 | 84.09% | 84.09% |
14.10.2014 | 0.97% | 0.92 | 0.93 | 750'000 | 750'000 | 750'000 | 750'000 | 776'702 | 784'202 | 86.92% | 86.92% |
13.10.2014 | 2.44% | 0.98 | 0.99 | 750'000 | 750'000 | 749'999 | 750'000 | 702'000 | 719'171 | 94.19% | 94.19% |
10.10.2014 | 1.17% | 0.94 | 0.95 | 750'000 | 750'000 | 750'000 | 750'000 | 648'144 | 655'644 | 60.68% | 60.68% |
09.10.2014 | 2.49% | 0.50 | 0.51 | 750'000 | 750'000 | 750'000 | 749'999 | 307'616 | 315'116 | 86.27% | 86.27% |
08.10.2014 | 1.97% | 0.59 | 0.60 | 750'000 | 750'000 | 750'000 | 750'000 | 378'177 | 385'677 | 87.80% | 87.80% |
07.10.2014 | 2.92% | 0.38 | 0.39 | 750'000 | 750'000 | 750'000 | 749'999 | 254'218 | 261'718 | 73.18% | 73.18% |