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 | 88.14% | 0.01 | 0.02 | 300'000 | 300'000 | 300'000 | 300'000 | 6'546 | 15'546 | 17.06% | 87.84% |
15.10.2014 | 20.12% | 0.08 | 0.11 | 300'000 | 300'000 | 300'000 | 300'000 | 49'587 | 58'591 | 98.42% | 98.42% |
14.10.2014 | 12.82% | 0.30 | 0.33 | 300'000 | 300'000 | 300'000 | 300'000 | 66'844 | 75'854 | 58.87% | 58.87% |
13.10.2014 | 8.85% | 0.33 | 0.36 | 300'000 | 300'000 | 300'000 | 300'000 | 97'948 | 106'952 | 94.21% | 94.21% |
10.10.2014 | 6.80% | 0.43 | 0.46 | 300'000 | 300'000 | 300'000 | 300'000 | 128'529 | 137'533 | 81.82% | 81.82% |
09.10.2014 | 4.24% | 0.60 | 0.63 | 300'000 | 300'000 | 300'000 | 300'000 | 209'487 | 218'487 | 99.46% | 99.46% |
08.10.2014 | 4.62% | 0.61 | 0.64 | 300'000 | 300'000 | 300'000 | 300'000 | 190'511 | 199'511 | 97.26% | 97.26% |
07.10.2014 | 3.61% | 0.75 | 0.78 | 300'000 | 300'000 | 300'000 | 300'000 | 245'542 | 254'546 | 98.67% | 98.67% |
06.10.2014 | 2.80% | 1.05 | 1.08 | 300'000 | 300'000 | 300'000 | 300'000 | 317'550 | 326'550 | 100.00% | 100.00% |