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 | - | - |
24.11.2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21.11.2014 | 5.29% | 0.32 | 0.35 | 100'000 | 100'000 | 99'998 | 100'000 | 37'028 | 39'029 | 5.18% | 94.99% |
20.11.2014 | 2.91% | 0.58 | 0.60 | 100'000 | 100'000 | 100'000 | 100'000 | 68'031 | 70'031 | 99.86% | 99.86% |
19.11.2014 | 3.82% | 0.59 | 0.61 | 100'000 | 100'000 | 100'000 | 100'000 | 51'768 | 53'768 | 98.36% | 98.36% |
18.11.2014 | 2.88% | 0.59 | 0.61 | 100'000 | 100'000 | 100'000 | 100'000 | 69'028 | 71'028 | 97.47% | 97.47% |
17.11.2014 | 1.79% | 0.94 | 0.96 | 100'000 | 100'000 | 100'000 | 100'000 | 111'335 | 113'335 | 99.87% | 99.87% |
14.11.2014 | 1.76% | 1.10 | 1.12 | 100'000 | 100'000 | 100'000 | 100'000 | 112'527 | 114'527 | 99.59% | 99.59% |
13.11.2014 | 1.87% | 1.13 | 1.15 | 100'000 | 100'000 | 100'000 | 100'000 | 106'723 | 108'723 | 98.89% | 98.89% |
12.11.2014 | 1.82% | 1.23 | 1.25 | 100'000 | 100'000 | 100'000 | 100'000 | 109'336 | 111'337 | 95.93% | 95.93% |