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 | 1.72% | 1.74 | 1.77 | 300'000 | 300'000 | 300'000 | 300'000 | 519'749 | 528'749 | 99.57% | 99.57% |
19.11.2014 | 1.69% | 1.74 | 1.77 | 300'000 | 300'000 | 300'000 | 300'000 | 527'838 | 536'838 | 97.48% | 97.48% |
18.11.2014 | 1.72% | 1.73 | 1.76 | 300'000 | 300'000 | 300'000 | 300'000 | 519'167 | 528'167 | 98.80% | 98.80% |
17.11.2014 | 1.89% | 1.64 | 1.67 | 300'000 | 300'000 | 300'000 | 300'000 | 472'896 | 481'896 | 99.48% | 99.48% |
14.11.2014 | 1.83% | 1.60 | 1.63 | 300'000 | 300'000 | 300'000 | 300'000 | 487'069 | 496'069 | 95.87% | 95.87% |
13.11.2014 | 1.84% | 1.67 | 1.70 | 300'000 | 300'000 | 300'000 | 300'000 | 483'910 | 492'910 | 98.78% | 98.78% |
12.11.2014 | 1.45% | 1.50 | 1.53 | 300'000 | 300'000 | 300'000 | 300'000 | 455'498 | 462'133 | 98.68% | 98.68% |
11.11.2014 | 1.28% | 1.59 | 1.61 | 300'000 | 300'000 | 300'000 | 300'000 | 465'825 | 471'825 | 99.30% | 99.30% |
10.11.2014 | 1.35% | 1.50 | 1.52 | 300'000 | 300'000 | 300'000 | 300'000 | 441'427 | 447'427 | 99.83% | 99.83% |