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 | 1.68% | 1.78 | 1.81 | 750'000 | 750'000 | 750'000 | 750'000 | 1'332'740 | 1'355'240 | 92.28% | 92.28% |
16.10.2014 | 1.29% | 2.16 | 2.20 | 750'000 | 750'000 | 750'000 | 750'000 | 1'673'460 | 1'695'120 | 59.14% | 59.14% |
15.10.2014 | 0.60% | 1.90 | 1.91 | 750'000 | 750'000 | 750'000 | 750'000 | 1'263'700 | 1'271'200 | 83.03% | 83.03% |
14.10.2014 | 0.66% | 1.40 | 1.41 | 750'000 | 750'000 | 750'000 | 750'000 | 1'136'740 | 1'144'240 | 86.90% | 86.90% |
13.10.2014 | 1.62% | 1.45 | 1.46 | 750'000 | 750'000 | 750'000 | 750'000 | 1'057'100 | 1'074'230 | 93.50% | 93.50% |
10.10.2014 | 1.51% | 1.40 | 1.42 | 750'000 | 750'000 | 750'000 | 750'000 | 992'300 | 1'007'300 | 69.78% | 69.78% |
09.10.2014 | 1.30% | 0.92 | 0.94 | 750'000 | 750'000 | 750'000 | 750'000 | 605'154 | 613'041 | 74.24% | 74.24% |
08.10.2014 | 1.08% | 1.02 | 1.03 | 750'000 | 750'000 | 750'000 | 750'000 | 692'734 | 700'234 | 78.44% | 78.44% |
07.10.2014 | 1.45% | 0.75 | 0.76 | 750'000 | 750'000 | 750'000 | 750'000 | 516'170 | 523'670 | 85.25% | 85.25% |