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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
20.11.2014 | 12.74% | 0.05 | 0.06 | 750'000 | 750'000 | 750'000 | 750'000 | 57'398 | 64'898 | 72.27% | 72.27% |
19.11.2014 | 13.08% | 0.08 | 0.09 | 750'000 | 750'000 | 750'000 | 750'000 | 54'842 | 62'342 | 96.85% | 96.85% |
18.11.2014 | 9.14% | 0.10 | 0.11 | 750'000 | 750'000 | 749'474 | 749'477 | 78'580 | 86'075 | 99.47% | 99.47% |
17.11.2014 | 4.10% | 0.18 | 0.19 | 600'000 | 600'000 | 600'000 | 599'995 | 145'312 | 151'311 | 98.38% | 98.38% |
14.11.2014 | 4.62% | 0.23 | 0.24 | 700'000 | 700'000 | 720'109 | 720'110 | 152'881 | 160'082 | 98.30% | 98.30% |
13.11.2014 | 3.89% | 0.19 | 0.20 | 750'000 | 750'000 | 729'357 | 729'356 | 185'397 | 192'690 | 95.73% | 95.73% |
12.11.2014 | 2.93% | 0.35 | 0.36 | 700'000 | 700'000 | 700'000 | 700'000 | 235'757 | 242'757 | 99.17% | 99.17% |
11.11.2014 | 3.11% | 0.29 | 0.30 | 700'000 | 700'000 | 700'530 | 700'530 | 222'055 | 229'060 | 100.00% | 100.00% |