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 | 25.52% | 0.09 | 0.11 | 500'000 | 500'000 | 498'637 | 498'637 | 35'039 | 45'012 | 94.47% | 94.47% |
20.11.2014 | 26.53% | 0.13 | 0.14 | 400'000 | 400'000 | 495'999 | 495'999 | 19'181 | 24'141 | 90.92% | 90.92% |
19.11.2014 | 18.33% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 36'273 | 43'280 | 93.01% | 93.01% |
18.11.2014 | 7.25% | 0.15 | 0.16 | 350'000 | 350'000 | 275'544 | 275'544 | 55'306 | 59'457 | 94.35% | 94.35% |
17.11.2014 | 5.76% | 0.23 | 0.24 | 250'000 | 250'000 | 203'862 | 203'862 | 53'687 | 56'881 | 93.30% | 93.30% |
14.11.2014 | 4.96% | 0.28 | 0.29 | 200'000 | 200'000 | 200'124 | 200'124 | 60'023 | 63'081 | 91.85% | 91.85% |
13.11.2014 | 3.51% | 0.35 | 0.36 | 150'000 | 150'000 | 149'980 | 149'980 | 67'243 | 69'651 | 85.49% | 85.49% |
12.11.2014 | 4.39% | 0.39 | 0.40 | 150'000 | 150'000 | 173'985 | 173'985 | 58'019 | 60'601 | 93.02% | 93.02% |
11.11.2014 | 3.44% | 0.31 | 0.32 | 200'000 | 200'000 | 149'282 | 149'282 | 63'286 | 65'521 | 90.83% | 90.83% |