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 | 8.15% | 0.02 | 0.04 | 750'000 | 750'000 | 749'912 | 749'801 | 151'944 | 159'452 | 70.64% | 70.64% |
20.11.2014 | 1.35% | 0.64 | 0.65 | 750'000 | 750'000 | 750'000 | 750'000 | 555'957 | 563'457 | 97.89% | 97.89% |
19.11.2014 | 1.66% | 0.65 | 0.66 | 750'000 | 750'000 | 750'000 | 750'000 | 451'263 | 458'763 | 99.00% | 99.00% |
18.11.2014 | 1.31% | 0.68 | 0.69 | 750'000 | 750'000 | 750'000 | 750'000 | 573'100 | 580'600 | 99.52% | 99.52% |
17.11.2014 | 0.86% | 1.01 | 1.02 | 750'000 | 750'000 | 750'000 | 749'997 | 876'436 | 883'933 | 99.14% | 99.14% |
14.11.2014 | 0.85% | 1.14 | 1.15 | 750'000 | 750'000 | 750'000 | 750'000 | 879'001 | 886'501 | 96.96% | 96.96% |
13.11.2014 | 0.90% | 1.17 | 1.18 | 750'000 | 750'000 | 750'000 | 750'000 | 835'387 | 842'887 | 99.76% | 99.76% |
12.11.2014 | 0.88% | 1.26 | 1.27 | 750'000 | 750'000 | 749'998 | 750'000 | 851'541 | 859'043 | 99.84% | 99.84% |