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% | 32.89% |
15.10.2014 | 80.15% | 0.01 | 0.02 | 300'000 | 300'000 | 300'000 | 300'000 | 4'951 | 10'951 | 59.79% | 97.27% |
14.10.2014 | 50.65% | 0.05 | 0.07 | 300'000 | 300'000 | 300'000 | 300'000 | 9'645 | 15'645 | 98.26% | 98.26% |
13.10.2014 | 24.20% | 0.07 | 0.09 | 300'000 | 300'000 | 300'000 | 300'000 | 22'250 | 28'250 | 94.22% | 94.22% |
10.10.2014 | 13.77% | 0.14 | 0.16 | 300'000 | 300'000 | 300'000 | 300'000 | 41'320 | 47'320 | 97.46% | 97.46% |
09.10.2014 | 5.86% | 0.26 | 0.28 | 300'000 | 300'000 | 300'000 | 300'000 | 101'574 | 107'574 | 99.47% | 99.47% |
08.10.2014 | 6.64% | 0.27 | 0.29 | 300'000 | 300'000 | 300'000 | 300'000 | 87'679 | 93'679 | 97.26% | 97.26% |
07.10.2014 | 4.36% | 0.39 | 0.41 | 300'000 | 300'000 | 300'000 | 300'000 | 135'731 | 141'731 | 98.67% | 98.67% |
06.10.2014 | 2.93% | 0.66 | 0.68 | 300'000 | 300'000 | 300'000 | 300'000 | 201'958 | 207'958 | 100.00% | 100.00% |