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 | - | - |
03.11.2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
31.10.2014 | - | 0.24 | 0.25 | 200'000 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
30.10.2014 | 2.37% | 0.39 | 0.40 | 100'000 | 100'000 | 199'700 | 199'738 | 83'491 | 85'504 | 98.89% | 98.89% |
29.10.2014 | 1.58% | 0.60 | 0.61 | 200'000 | 200'000 | 200'000 | 199'888 | 125'903 | 127'828 | 100.00% | 100.00% |
28.10.2014 | 1.50% | 0.66 | 0.67 | 200'000 | 200'000 | 200'000 | 200'000 | 132'710 | 134'710 | 95.70% | 95.70% |
27.10.2014 | 1.48% | 0.66 | 0.67 | 200'000 | 200'000 | 200'000 | 200'000 | 134'273 | 136'273 | 99.86% | 99.86% |
23.10.2014 | 1.34% | 0.65 | 0.66 | 200'000 | 200'000 | 200'000 | 200'000 | 148'719 | 150'719 | 99.02% | 99.02% |
22.10.2014 | 1.19% | 0.82 | 0.83 | 200'000 | 200'000 | 200'000 | 200'000 | 167'222 | 169'222 | 99.86% | 99.86% |
21.10.2014 | 1.13% | 0.90 | 0.91 | 200'000 | 200'000 | 198'951 | 198'951 | 174'408 | 176'398 | 99.88% | 99.88% |