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 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 94.84% |
20.11.2014 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 98.06% |
19.11.2014 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 98.06% |
18.11.2014 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 97.93% |
17.11.2014 | 100.00% | 0.01 | 0.02 | 500'000 | 100'000 | 461'573 | 461'573 | 4'616 | 13'847 | 3.18% | 98.45% |
14.11.2014 | 100.00% | 0.01 | 0.02 | 500'000 | 100'000 | 403'015 | 403'015 | 4'030 | 12'090 | 2.40% | 96.58% |
13.11.2014 | 53.41% | 0.01 | 0.03 | 500'000 | 500'000 | 499'407 | 499'407 | 8'876 | 14'982 | 95.89% | 96.75% |
12.11.2014 | 100.00% | 0.01 | 0.02 | 500'000 | 100'000 | 494'465 | 494'465 | 4'945 | 14'834 | 76.74% | 89.22% |
11.11.2014 | 37.98% | 0.01 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 13'683 | 19'342 | 10.74% | 10.74% |