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 | 0.92% | 0.95 | 0.96 | 650'000 | 650'000 | 650'000 | 650'000 | 705'565 | 712'065 | 98.07% | 98.07% |
20.11.2014 | 0.66% | 1.42 | 1.43 | 650'000 | 650'000 | 650'000 | 650'000 | 988'781 | 995'281 | 97.67% | 97.67% |
19.11.2014 | 0.76% | 1.42 | 1.43 | 650'000 | 650'000 | 650'000 | 650'000 | 852'680 | 859'180 | 99.18% | 99.18% |
18.11.2014 | 0.68% | 1.38 | 1.39 | 650'000 | 650'000 | 650'000 | 650'000 | 960'778 | 967'278 | 98.85% | 98.85% |
17.11.2014 | 0.53% | 1.74 | 1.75 | 650'000 | 650'000 | 650'000 | 650'000 | 1'235'130 | 1'241'630 | 99.34% | 99.34% |
14.11.2014 | 0.52% | 1.88 | 1.89 | 650'000 | 650'000 | 650'000 | 650'000 | 1'238'530 | 1'245'030 | 99.15% | 99.15% |
13.11.2014 | 0.54% | 1.90 | 1.91 | 650'000 | 650'000 | 650'000 | 650'000 | 1'199'860 | 1'206'360 | 99.24% | 99.24% |
12.11.2014 | 0.53% | 2.00 | 2.01 | 650'000 | 650'000 | 650'000 | 650'000 | 1'214'790 | 1'221'290 | 99.81% | 99.81% |
11.11.2014 | 0.63% | 1.59 | 1.60 | 650'000 | 650'000 | 650'000 | 650'000 | 1'036'450 | 1'042'950 | 100.00% | 100.00% |