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 | 5.30% | 0.03 | 0.04 | 750'000 | 750'000 | 749'997 | 749'909 | 157'708 | 165'180 | 28.78% | 28.78% |
20.11.2014 | 1.59% | 0.53 | 0.54 | 750'000 | 750'000 | 750'000 | 750'000 | 469'589 | 477'089 | 97.98% | 97.98% |
19.11.2014 | 2.14% | 0.53 | 0.54 | 750'000 | 750'000 | 750'000 | 750'000 | 350'893 | 358'393 | 98.42% | 98.42% |
18.11.2014 | 1.59% | 0.54 | 0.55 | 750'000 | 750'000 | 750'000 | 750'000 | 471'685 | 479'185 | 99.52% | 99.52% |
17.11.2014 | 0.97% | 0.88 | 0.89 | 750'000 | 750'000 | 750'000 | 749'993 | 775'225 | 782'718 | 99.14% | 99.14% |
14.11.2014 | 0.96% | 1.01 | 1.02 | 750'000 | 750'000 | 749'995 | 749'962 | 777'906 | 785'372 | 96.96% | 96.96% |
13.11.2014 | 1.02% | 1.03 | 1.04 | 750'000 | 750'000 | 749'999 | 749'997 | 734'311 | 741'809 | 99.76% | 99.76% |
12.11.2014 | 1.00% | 1.12 | 1.13 | 750'000 | 750'000 | 750'000 | 750'000 | 750'366 | 757'866 | 99.84% | 99.84% |