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% | 27.21% |
15.10.2014 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 96.23% |
14.10.2014 | 100.00% | 0.01 | 0.02 | 300'000 | 300'000 | 300'000 | 300'000 | 3'000 | 9'000 | 9.22% | 98.24% |
13.10.2014 | 75.20% | 0.02 | 0.04 | 300'000 | 300'000 | 300'000 | 300'000 | 5'299 | 11'299 | 94.21% | 94.21% |
10.10.2014 | 31.68% | 0.06 | 0.08 | 300'000 | 300'000 | 300'000 | 300'000 | 16'328 | 22'328 | 97.46% | 97.46% |
09.10.2014 | 10.54% | 0.13 | 0.15 | 300'000 | 300'000 | 300'000 | 300'000 | 56'288 | 62'288 | 99.47% | 99.47% |
08.10.2014 | 12.19% | 0.14 | 0.16 | 300'000 | 300'000 | 300'000 | 300'000 | 46'541 | 52'541 | 97.26% | 97.26% |
07.10.2014 | 6.78% | 0.24 | 0.26 | 300'000 | 300'000 | 300'000 | 300'000 | 86'840 | 92'840 | 98.67% | 98.67% |
06.10.2014 | 4.00% | 0.48 | 0.50 | 300'000 | 300'000 | 300'000 | 300'000 | 146'955 | 152'955 | 100.00% | 100.00% |