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% | 98.11% |
19.11.2014 | 100.00% | 0.01 | 0.02 | 100'000 | 100'000 | 499'326 | 499'326 | 4'993 | 14'980 | 80.73% | 94.27% |
18.11.2014 | 31.88% | 0.01 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 13'581 | 18'588 | 75.26% | 75.26% |
17.11.2014 | 26.54% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 16'701 | 21'701 | 92.49% | 92.49% |
14.11.2014 | 22.67% | 0.04 | 0.05 | 500'000 | 500'000 | 500'000 | 500'000 | 19'649 | 24'649 | 96.23% | 96.23% |
13.11.2014 | 18.38% | 0.04 | 0.05 | 500'000 | 500'000 | 500'000 | 500'000 | 24'769 | 29'769 | 96.67% | 96.67% |
12.11.2014 | 22.29% | 0.04 | 0.05 | 500'000 | 500'000 | 500'000 | 500'000 | 19'982 | 24'982 | 98.69% | 98.69% |
11.11.2014 | 17.54% | 0.04 | 0.05 | 500'000 | 500'000 | 500'000 | 500'000 | 26'203 | 31'203 | 95.43% | 95.43% |