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% | 98.36% |
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% | 99.74% |
18.11.2014 | - | - | 0.02 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 99.52% |
17.11.2014 | 65.26% | 0.01 | 0.02 | 750'000 | 750'000 | 750'000 | 750'000 | 14'145 | 25'318 | 55.35% | 77.79% |
14.11.2014 | 33.46% | 0.01 | 0.03 | 750'000 | 750'000 | 750'000 | 750'000 | 21'358 | 29'229 | 77.35% | 77.35% |
13.11.2014 | 20.94% | 0.04 | 0.05 | 750'000 | 750'000 | 750'000 | 750'000 | 33'889 | 41'389 | 87.52% | 87.52% |
12.11.2014 | 18.73% | 0.07 | 0.08 | 750'000 | 750'000 | 750'000 | 750'000 | 38'177 | 45'677 | 96.38% | 96.38% |
11.11.2014 | 85.90% | 0.01 | 0.03 | 750'000 | 750'000 | 750'000 | 750'000 | 10'063 | 23'488 | 58.91% | 58.91% |