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 | - | - |
21.11.2014 | - | - | 0.02 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 98.33% |
20.11.2014 | - | - | 0.02 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 97.95% |
19.11.2014 | - | - | 0.02 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 99.73% |
18.11.2014 | - | - | 0.02 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 99.52% |
17.11.2014 | 86.46% | 0.01 | 0.02 | 750'000 | 750'000 | 750'000 | 750'000 | 9'192 | 22'500 | 21.41% | 93.62% |
14.11.2014 | 68.12% | 0.01 | 0.02 | 750'000 | 750'000 | 750'000 | 750'000 | 12'337 | 23'552 | 72.90% | 89.18% |
13.11.2014 | 26.27% | 0.03 | 0.04 | 750'000 | 750'000 | 750'000 | 750'000 | 25'683 | 33'183 | 97.57% | 97.57% |
12.11.2014 | 25.02% | 0.05 | 0.06 | 750'000 | 750'000 | 750'000 | 750'000 | 28'407 | 35'969 | 93.92% | 93.92% |
11.11.2014 | 91.38% | 0.01 | 0.03 | 750'000 | 750'000 | 750'000 | 750'000 | 8'583 | 22'508 | 74.61% | 86.33% |