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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
16.10.2014 | 2.12% | 0.82 | 0.85 | 500'000 | 500'000 | 500'847 | 500'847 | 396'541 | 405'166 | 62.69% | 62.69% |
15.10.2014 | 3.30% | 0.51 | 0.52 | 650'000 | 650'000 | 671'799 | 671'799 | 220'772 | 227'490 | 71.32% | 71.32% |
14.10.2014 | 3.84% | 0.19 | 0.20 | 650'000 | 650'000 | 666'172 | 666'172 | 174'247 | 180'909 | 83.26% | 83.26% |
13.10.2014 | 4.80% | 0.20 | 0.21 | 750'000 | 750'000 | 750'000 | 750'000 | 156'588 | 164'088 | 97.99% | 97.99% |
10.10.2014 | 5.51% | 0.18 | 0.19 | 750'000 | 750'000 | 750'000 | 750'000 | 136'164 | 143'664 | 91.24% | 91.24% |
09.10.2014 | 16.52% | 0.09 | 0.10 | 750'000 | 750'000 | 749'999 | 750'000 | 43'999 | 51'499 | 97.15% | 97.15% |
08.10.2014 | 10.93% | 0.09 | 0.10 | 750'000 | 750'000 | 750'000 | 750'000 | 65'699 | 73'199 | 98.26% | 98.26% |
07.10.2014 | 18.15% | 0.06 | 0.07 | 750'000 | 750'000 | 750'000 | 750'000 | 38'987 | 46'487 | 81.94% | 81.94% |