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 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 94.53% |
16.10.2014 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 90.72% |
15.10.2014 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 99.51% |
14.10.2014 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 98.69% |
13.10.2014 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 96.11% |
10.10.2014 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 95.19% |
09.10.2014 | 64.32% | 0.01 | 0.03 | 890'000 | 890'000 | 814'814 | 814'814 | 13'031 | 24'881 | 77.70% | 77.70% |
08.10.2014 | 81.99% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 999'998 | 13'001 | 30'000 | 75.86% | 92.43% |
07.10.2014 | 25.67% | 0.03 | 0.04 | 690'000 | 690'000 | 639'618 | 639'618 | 21'925 | 28'321 | 85.90% | 85.90% |