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 | 1.09% | 2.74 | 2.77 | 750'000 | 750'000 | 750'000 | 750'000 | 2'057'190 | 2'079'690 | 92.43% | 92.43% |
16.10.2014 | 0.95% | 3.13 | 3.17 | 750'000 | 750'000 | 750'000 | 750'000 | 2'414'400 | 2'437'380 | 60.18% | 60.18% |
15.10.2014 | 1.11% | 2.95 | 2.98 | 750'000 | 750'000 | 750'000 | 750'000 | 2'025'290 | 2'047'790 | 73.60% | 73.60% |
14.10.2014 | 1.16% | 2.44 | 2.47 | 750'000 | 750'000 | 750'000 | 750'000 | 1'922'370 | 1'944'870 | 83.44% | 83.44% |
13.10.2014 | 1.20% | 2.49 | 2.52 | 750'000 | 750'000 | 750'000 | 750'000 | 1'864'930 | 1'887'430 | 91.86% | 91.86% |
10.10.2014 | 1.66% | 2.47 | 2.51 | 750'000 | 750'000 | 750'000 | 750'000 | 1'795'650 | 1'825'650 | 80.48% | 80.48% |
09.10.2014 | 0.62% | 1.98 | 2.02 | 750'000 | 750'000 | 750'000 | 750'000 | 1'374'380 | 1'382'940 | 91.11% | 91.11% |
08.10.2014 | 0.52% | 2.04 | 2.05 | 750'000 | 750'000 | 750'000 | 750'000 | 1'450'290 | 1'457'790 | 94.19% | 94.19% |
07.10.2014 | 0.60% | 1.74 | 1.75 | 750'000 | 750'000 | 750'000 | 750'000 | 1'236'790 | 1'244'290 | 92.76% | 92.76% |