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 | - | - |
20.11.2014 | 2.62% | 1.14 | 1.17 | 300'000 | 300'000 | 300'000 | 300'000 | 339'750 | 348'750 | 99.57% | 99.57% |
19.11.2014 | 2.55% | 1.14 | 1.17 | 300'000 | 300'000 | 300'000 | 300'000 | 348'241 | 357'241 | 92.54% | 92.54% |
18.11.2014 | 2.62% | 1.13 | 1.16 | 300'000 | 300'000 | 300'000 | 300'000 | 339'569 | 348'569 | 88.31% | 88.31% |
17.11.2014 | 3.02% | 1.04 | 1.07 | 300'000 | 300'000 | 300'000 | 300'000 | 293'773 | 302'773 | 99.48% | 99.48% |
14.11.2014 | 2.88% | 1.00 | 1.03 | 300'000 | 300'000 | 300'000 | 300'000 | 308'265 | 317'265 | 95.52% | 95.52% |
13.11.2014 | 2.91% | 1.07 | 1.10 | 300'000 | 300'000 | 300'000 | 300'000 | 305'274 | 314'274 | 98.78% | 98.78% |
12.11.2014 | 2.73% | 0.91 | 0.94 | 300'000 | 300'000 | 300'000 | 300'000 | 277'504 | 285'186 | 98.68% | 98.68% |
11.11.2014 | 2.07% | 0.99 | 1.01 | 300'000 | 300'000 | 300'000 | 300'000 | 287'554 | 293'554 | 99.30% | 99.30% |
10.11.2014 | 2.24% | 0.91 | 0.93 | 300'000 | 300'000 | 300'000 | 300'000 | 264'992 | 270'992 | 99.83% | 99.83% |