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 | - | - |
24.11.2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21.11.2014 | 6.92% | 0.02 | 0.04 | 750'000 | 750'000 | 749'998 | 749'889 | 152'217 | 159'699 | 47.87% | 47.87% |
20.11.2014 | 1.45% | 0.59 | 0.60 | 750'000 | 750'000 | 749'997 | 750'000 | 516'267 | 523'769 | 97.99% | 97.99% |
19.11.2014 | 1.88% | 0.60 | 0.61 | 750'000 | 750'000 | 750'000 | 749'997 | 399'059 | 406'558 | 99.78% | 99.78% |
18.11.2014 | 1.43% | 0.61 | 0.62 | 750'000 | 750'000 | 750'000 | 750'000 | 526'253 | 533'752 | 99.43% | 99.43% |
17.11.2014 | 0.90% | 0.95 | 0.96 | 750'000 | 750'000 | 750'000 | 749'999 | 830'807 | 838'305 | 99.44% | 99.44% |
14.11.2014 | 0.89% | 1.09 | 1.10 | 750'000 | 750'000 | 750'000 | 750'000 | 839'802 | 847'302 | 98.82% | 98.82% |
13.11.2014 | 0.94% | 1.12 | 1.13 | 750'000 | 750'000 | 750'000 | 749'999 | 798'369 | 805'869 | 99.68% | 99.68% |
12.11.2014 | 0.92% | 1.21 | 1.22 | 750'000 | 750'000 | 750'000 | 750'000 | 815'699 | 823'199 | 99.08% | 99.08% |