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 | 18.13% | 0.03 | 0.04 | 735'000 | 750'000 | 749'328 | 749'960 | 50'385 | 58'205 | 2.27% | 2.27% |
20.11.2014 | 2.70% | 0.27 | 0.28 | 750'000 | 750'000 | 749'987 | 749'850 | 278'980 | 286'430 | 97.89% | 97.89% |
19.11.2014 | 4.86% | 0.28 | 0.29 | 750'000 | 750'000 | 749'993 | 749'942 | 158'930 | 166'420 | 99.00% | 99.00% |
18.11.2014 | 2.71% | 0.29 | 0.30 | 720'000 | 750'000 | 749'981 | 749'987 | 280'781 | 288'283 | 99.52% | 99.52% |
17.11.2014 | 1.28% | 0.62 | 0.63 | 750'000 | 750'000 | 750'000 | 749'991 | 587'756 | 595'250 | 99.14% | 99.14% |
14.11.2014 | 1.27% | 0.76 | 0.77 | 750'000 | 750'000 | 749'999 | 749'996 | 590'762 | 598'260 | 96.96% | 96.96% |
13.11.2014 | 1.38% | 0.78 | 0.79 | 750'000 | 750'000 | 749'932 | 749'992 | 547'225 | 554'766 | 99.76% | 99.76% |
12.11.2014 | 1.34% | 0.87 | 0.88 | 750'000 | 750'000 | 749'998 | 749'997 | 563'349 | 570'848 | 99.84% | 99.84% |