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 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
20.11.2014 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 98.27% |
19.11.2014 | - | - | 0.02 | 0 | 730'000 | 0 | 0 | 0 | 0 | 0.00% | 99.02% |
18.11.2014 | 100.00% | 0.01 | 0.02 | 620'000 | 620'000 | 620'000 | 620'000 | 6'200 | 18'600 | 3.59% | 98.74% |
17.11.2014 | 98.36% | 0.01 | 0.02 | 600'000 | 600'000 | 604'948 | 604'948 | 6'216 | 18'148 | 79.33% | 88.49% |
14.11.2014 | 39.13% | 0.02 | 0.03 | 590'000 | 590'000 | 548'988 | 548'988 | 12'559 | 18'362 | 99.11% | 99.11% |
13.11.2014 | 26.36% | 0.04 | 0.05 | 470'000 | 470'000 | 486'276 | 486'276 | 16'255 | 21'118 | 99.63% | 99.63% |
12.11.2014 | 28.23% | 0.03 | 0.04 | 530'000 | 530'000 | 504'820 | 504'820 | 15'556 | 20'604 | 95.57% | 95.57% |
11.11.2014 | 34.27% | 0.03 | 0.04 | 550'000 | 550'000 | 590'416 | 590'416 | 15'512 | 21'636 | 97.49% | 97.49% |