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 | 100.00% | 0.01 | 0.02 | 300'000 | 300'000 | 300'000 | 300'000 | 3'000 | 9'000 | 0.72% | 82.85% |
15.10.2014 | 39.21% | 0.02 | 0.04 | 300'000 | 300'000 | 300'000 | 300'000 | 18'240 | 24'240 | 96.03% | 98.40% |
14.10.2014 | 17.55% | 0.15 | 0.17 | 300'000 | 300'000 | 300'000 | 300'000 | 32'457 | 38'457 | 86.92% | 86.92% |
13.10.2014 | 10.63% | 0.18 | 0.20 | 300'000 | 300'000 | 300'000 | 300'000 | 54'107 | 60'107 | 94.21% | 94.21% |
10.10.2014 | 7.18% | 0.27 | 0.29 | 300'000 | 300'000 | 300'000 | 300'000 | 81'211 | 87'211 | 81.82% | 81.82% |
09.10.2014 | 3.87% | 0.42 | 0.44 | 300'000 | 300'000 | 300'000 | 300'000 | 153'675 | 159'675 | 99.46% | 99.46% |
08.10.2014 | 4.30% | 0.43 | 0.45 | 300'000 | 300'000 | 300'000 | 300'000 | 136'715 | 142'715 | 97.26% | 97.26% |
07.10.2014 | 3.14% | 0.56 | 0.58 | 300'000 | 300'000 | 300'000 | 300'000 | 189'327 | 195'327 | 98.67% | 98.67% |
06.10.2014 | 2.29% | 0.85 | 0.87 | 300'000 | 300'000 | 300'000 | 300'000 | 259'144 | 265'144 | 100.00% | 100.00% |