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 | - | - | 0.03 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 95.36% |
16.10.2014 | - | - | 0.03 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 73.94% |
15.10.2014 | - | - | 0.02 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 62.57% |
14.10.2014 | - | - | 0.02 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 86.92% |
13.10.2014 | - | - | 0.02 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 94.50% |
10.10.2014 | - | - | 0.02 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 82.94% |
09.10.2014 | 78.14% | 0.01 | 0.02 | 750'000 | 750'000 | 750'000 | 750'000 | 10'887 | 23'308 | 43.68% | 88.36% |
08.10.2014 | 92.27% | 0.01 | 0.02 | 750'000 | 750'000 | 750'000 | 750'000 | 8'467 | 22'500 | 25.37% | 53.45% |
07.10.2014 | 18.19% | 0.04 | 0.05 | 750'000 | 750'000 | 750'000 | 750'000 | 37'945 | 45'445 | 92.65% | 92.65% |