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% | 88.45% |
20.11.2014 | - | - | 0.02 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 97.98% |
19.11.2014 | - | - | 0.02 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 99.74% |
18.11.2014 | 81.94% | 0.01 | 0.02 | 750'000 | 750'000 | 750'000 | 750'000 | 12'396 | 27'396 | 39.30% | 89.69% |
17.11.2014 | 16.67% | 0.06 | 0.08 | 750'000 | 750'000 | 750'000 | 750'000 | 91'528 | 106'528 | 87.90% | 87.90% |
14.11.2014 | 12.87% | 0.12 | 0.14 | 750'000 | 750'000 | 750'000 | 750'000 | 111'291 | 126'291 | 97.93% | 97.93% |
13.11.2014 | 8.60% | 0.18 | 0.20 | 750'000 | 750'000 | 750'000 | 750'000 | 126'107 | 137'708 | 98.00% | 98.00% |
12.11.2014 | 5.16% | 0.25 | 0.26 | 750'000 | 750'000 | 749'999 | 750'000 | 146'287 | 153'787 | 96.48% | 96.48% |
11.11.2014 | 9.37% | 0.10 | 0.11 | 750'000 | 750'000 | 750'000 | 750'000 | 76'783 | 84'283 | 98.89% | 98.89% |