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 | 1.42% | 1.22 | 1.25 | 500'000 | 500'000 | 500'000 | 500'000 | 597'663 | 606'324 | 64.78% | 64.78% |
15.10.2014 | 1.39% | 0.90 | 0.91 | 500'000 | 500'000 | 500'000 | 500'000 | 365'626 | 370'626 | 87.16% | 87.16% |
14.10.2014 | 1.57% | 0.55 | 0.56 | 500'000 | 500'000 | 500'000 | 500'000 | 318'428 | 323'428 | 41.31% | 41.31% |
13.10.2014 | 1.80% | 0.55 | 0.56 | 550'000 | 550'000 | 550'000 | 550'000 | 304'763 | 310'263 | 46.18% | 46.18% |
10.10.2014 | 2.16% | 0.46 | 0.47 | 550'000 | 550'000 | 564'078 | 564'078 | 259'774 | 265'414 | 72.16% | 72.16% |
09.10.2014 | 5.00% | 0.27 | 0.28 | 750'000 | 750'000 | 750'000 | 750'000 | 151'761 | 159'261 | 95.49% | 95.49% |
08.10.2014 | 3.83% | 0.28 | 0.29 | 700'000 | 700'000 | 718'944 | 718'944 | 185'293 | 192'482 | 98.40% | 98.40% |
07.10.2014 | 6.32% | 0.19 | 0.20 | 750'000 | 750'000 | 750'000 | 750'000 | 116'994 | 124'494 | 88.67% | 88.67% |