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% | 55.38% |
15.10.2014 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 87.25% |
14.10.2014 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 97.90% |
13.10.2014 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 94.21% |
10.10.2014 | 61.15% | 0.01 | 0.02 | 300'000 | 300'000 | 300'000 | 300'000 | 3'620 | 6'620 | 97.46% | 97.46% |
09.10.2014 | 13.38% | 0.04 | 0.05 | 300'000 | 300'000 | 300'000 | 299'999 | 22'928 | 25'931 | 99.47% | 99.47% |
08.10.2014 | 15.47% | 0.05 | 0.06 | 300'000 | 300'000 | 300'000 | 300'000 | 18'214 | 21'223 | 97.25% | 97.26% |
07.10.2014 | 6.52% | 0.11 | 0.12 | 300'000 | 300'000 | 300'000 | 300'000 | 46'077 | 49'080 | 98.67% | 98.67% |
06.10.2014 | 3.08% | 0.31 | 0.32 | 300'000 | 300'000 | 300'000 | 300'000 | 95'919 | 98'919 | 100.00% | 100.00% |