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 | 1.24% | 1.42 | 1.45 | 500'000 | 500'000 | 500'000 | 500'000 | 710'417 | 719'411 | 83.62% | 83.62% |
15.10.2014 | 1.08% | 1.10 | 1.11 | 500'000 | 500'000 | 500'000 | 500'000 | 466'406 | 471'406 | 96.11% | 96.11% |
14.10.2014 | 1.18% | 0.76 | 0.77 | 500'000 | 500'000 | 500'000 | 500'000 | 424'024 | 429'024 | 94.67% | 94.67% |
13.10.2014 | 1.33% | 0.74 | 0.75 | 500'000 | 500'000 | 500'000 | 500'000 | 373'343 | 378'343 | 98.51% | 98.51% |
10.10.2014 | 1.50% | 0.64 | 0.65 | 500'000 | 500'000 | 500'262 | 500'262 | 332'955 | 337'957 | 76.98% | 76.98% |
09.10.2014 | 3.01% | 0.44 | 0.45 | 650'000 | 650'000 | 671'586 | 671'586 | 224'217 | 230'933 | 91.15% | 91.15% |
08.10.2014 | 2.40% | 0.44 | 0.45 | 550'000 | 550'000 | 569'686 | 569'686 | 235'964 | 241'661 | 99.01% | 99.01% |
07.10.2014 | 3.84% | 0.32 | 0.33 | 750'000 | 750'000 | 750'000 | 750'000 | 195'791 | 203'291 | 95.74% | 95.74% |