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 | 5.77% | 0.34 | 0.36 | 250'000 | 250'000 | 250'000 | 250'000 | 84'230 | 89'230 | 100.00% | 100.00% |
20.11.2014 | 5.15% | 0.33 | 0.34 | 500'000 | 500'000 | 333'171 | 333'171 | 99'320 | 104'015 | 97.65% | 97.65% |
19.11.2014 | 4.94% | 0.28 | 0.29 | 500'000 | 500'000 | 333'790 | 333'790 | 100'542 | 105'248 | 97.74% | 97.74% |
18.11.2014 | 5.35% | 0.29 | 0.30 | 500'000 | 500'000 | 334'428 | 334'428 | 94'110 | 98'802 | 99.03% | 99.03% |
17.11.2014 | 5.28% | 0.27 | 0.28 | 500'000 | 500'000 | 334'741 | 334'741 | 95'649 | 100'338 | 99.26% | 99.26% |
14.11.2014 | 5.70% | 0.28 | 0.29 | 500'000 | 500'000 | 333'138 | 333'138 | 88'184 | 92'870 | 98.18% | 98.18% |
13.11.2014 | 6.17% | 0.26 | 0.27 | 500'000 | 500'000 | 339'664 | 339'664 | 82'661 | 87'403 | 99.27% | 99.27% |
12.11.2014 | 7.63% | 0.22 | 0.23 | 500'000 | 500'000 | 392'390 | 392'390 | 77'053 | 82'591 | 98.93% | 98.93% |
11.11.2014 | 8.15% | 0.18 | 0.19 | 500'000 | 500'000 | 392'437 | 392'437 | 70'807 | 76'345 | 99.40% | 99.40% |