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 | - | - |
24.11.2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21.11.2014 | 54.19% | 0.04 | 0.08 | 100'000 | 100'000 | 100'000 | 100'000 | 5'603 | 9'603 | 65.87% | 65.87% |
20.11.2014 | 30.33% | 0.05 | 0.06 | 200'000 | 200'000 | 121'577 | 121'577 | 10'578 | 14'146 | 98.06% | 98.06% |
19.11.2014 | 28.71% | 0.10 | 0.11 | 200'000 | 200'000 | 123'673 | 123'673 | 12'362 | 15'888 | 90.35% | 90.35% |
18.11.2014 | 20.51% | 0.12 | 0.13 | 200'000 | 200'000 | 121'328 | 121'328 | 17'413 | 20'986 | 97.03% | 97.03% |
17.11.2014 | 15.82% | 0.16 | 0.17 | 200'000 | 200'000 | 121'934 | 121'934 | 22'126 | 25'687 | 97.13% | 97.13% |
14.11.2014 | 23.50% | 0.16 | 0.17 | 200'000 | 200'000 | 122'209 | 122'209 | 16'583 | 20'139 | 94.99% | 94.99% |
13.11.2014 | 27.36% | 0.12 | 0.13 | 200'000 | 200'000 | 121'803 | 121'803 | 12'676 | 16'240 | 98.23% | 98.23% |
12.11.2014 | 30.13% | 0.11 | 0.12 | 200'000 | 200'000 | 121'312 | 121'312 | 11'815 | 15'389 | 98.49% | 98.49% |