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 | 1.40% | 0.85 | 0.86 | 650'000 | 650'000 | 650'000 | 650'000 | 467'512 | 474'013 | 78.07% | 78.07% |
20.11.2014 | 3.30% | 0.39 | 0.40 | 750'000 | 750'000 | 730'553 | 730'552 | 220'747 | 228'052 | 96.45% | 96.45% |
19.11.2014 | 2.11% | 0.40 | 0.41 | 700'000 | 700'000 | 717'459 | 717'459 | 339'354 | 346'528 | 90.61% | 90.61% |
18.11.2014 | 3.07% | 0.40 | 0.41 | 750'000 | 750'000 | 749'999 | 749'999 | 246'936 | 254'436 | 91.26% | 91.26% |
17.11.2014 | 9.79% | 0.16 | 0.17 | 750'000 | 750'000 | 749'999 | 749'999 | 78'201 | 85'701 | 99.23% | 99.23% |
14.11.2014 | 7.66% | 0.12 | 0.13 | 750'000 | 750'000 | 749'999 | 750'000 | 95'981 | 103'481 | 99.29% | 99.29% |
13.11.2014 | 5.29% | 0.16 | 0.17 | 750'000 | 750'000 | 749'998 | 749'999 | 142'850 | 150'351 | 98.19% | 98.19% |
12.11.2014 | 5.29% | 0.15 | 0.16 | 750'000 | 750'000 | 749'999 | 749'999 | 140'604 | 148'103 | 80.46% | 80.46% |
11.11.2014 | 2.87% | 0.33 | 0.34 | 750'000 | 750'000 | 749'998 | 749'998 | 258'742 | 266'241 | 98.87% | 98.87% |