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 | - | - |
29.10.2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
28.10.2014 | 140.87% | 0.01 | 0.12 | 80'000 | 200'000 | 80'000 | 80'000 | 1'708 | 9'600 | 9.08% | 54.63% |
27.10.2014 | 2.13% | 0.58 | 0.59 | 200'000 | 200'000 | 141'830 | 141'830 | 96'241 | 98'048 | 93.60% | 93.60% |
23.10.2014 | 2.15% | 0.74 | 0.75 | 200'000 | 200'000 | 139'100 | 139'100 | 98'350 | 100'147 | 98.74% | 98.74% |
22.10.2014 | 1.89% | 0.85 | 0.86 | 200'000 | 200'000 | 138'190 | 138'102 | 112'264 | 113'984 | 98.11% | 98.11% |
21.10.2014 | 1.87% | 0.85 | 0.86 | 200'000 | 200'000 | 139'003 | 139'003 | 114'509 | 116'306 | 98.24% | 98.24% |
20.10.2014 | 2.36% | 0.71 | 0.72 | 200'000 | 200'000 | 139'207 | 139'207 | 89'741 | 91'538 | 98.99% | 98.99% |
17.10.2014 | 2.37% | 0.69 | 0.70 | 200'000 | 200'000 | 139'864 | 139'864 | 90'634 | 92'433 | 94.17% | 94.17% |
16.10.2014 | 2.39% | 0.56 | 0.57 | 200'000 | 200'000 | 146'281 | 146'281 | 84'084 | 85'905 | 80.72% | 80.72% |