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 | - | - |
16.10.2014 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 84.88% |
15.10.2014 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 29.47% |
14.10.2014 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 97.58% |
13.10.2014 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 93.77% |
10.10.2014 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 97.45% |
09.10.2014 | 48.36% | 0.01 | 0.02 | 300'000 | 300'000 | 300'000 | 300'000 | 5'591 | 8'593 | 94.93% | 99.26% |
08.10.2014 | 58.46% | 0.01 | 0.02 | 300'000 | 205'000 | 300'000 | 300'000 | 3'923 | 6'923 | 59.68% | 94.07% |
07.10.2014 | 16.52% | 0.04 | 0.05 | 300'000 | 300'000 | 300'000 | 300'000 | 18'012 | 21'018 | 98.67% | 98.67% |
06.10.2014 | 5.62% | 0.16 | 0.17 | 300'000 | 300'000 | 300'000 | 300'000 | 52'146 | 55'155 | 100.00% | 100.00% |