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 | 3.69% | 0.81 | 0.84 | 750'000 | 750'000 | 750'000 | 750'000 | 606'284 | 628'784 | 93.34% | 93.34% |
16.10.2014 | 2.30% | 1.20 | 1.24 | 750'000 | 750'000 | 750'000 | 750'000 | 953'030 | 974'994 | 65.11% | 65.11% |
15.10.2014 | 1.44% | 0.94 | 0.95 | 750'000 | 750'000 | 750'000 | 750'000 | 542'990 | 550'490 | 83.81% | 83.81% |
14.10.2014 | 1.73% | 0.47 | 0.48 | 750'000 | 750'000 | 750'000 | 750'000 | 435'155 | 442'655 | 86.92% | 86.92% |
13.10.2014 | 4.49% | 0.54 | 0.55 | 750'000 | 750'000 | 749'999 | 750'000 | 379'810 | 396'996 | 93.97% | 93.97% |
10.10.2014 | 2.17% | 0.53 | 0.54 | 750'000 | 750'000 | 750'000 | 750'000 | 356'537 | 364'037 | 71.83% | 71.83% |
09.10.2014 | 6.52% | 0.20 | 0.21 | 750'000 | 750'000 | 750'000 | 750'000 | 119'474 | 126'974 | 90.14% | 90.14% |
08.10.2014 | 4.59% | 0.27 | 0.28 | 750'000 | 750'000 | 749'999 | 750'000 | 161'309 | 168'809 | 79.70% | 79.70% |
07.10.2014 | 6.85% | 0.16 | 0.17 | 750'000 | 750'000 | 750'000 | 750'000 | 106'458 | 113'958 | 83.41% | 83.41% |