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 | - | - |
23.10.2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
22.10.2014 | 17.16% | 0.07 | 0.10 | 60'000 | 60'000 | 36'607 | 36'605 | 4'424 | 5'227 | 100.00% | 100.00% |
21.10.2014 | 7.73% | 0.24 | 0.25 | 60'000 | 60'000 | 36'594 | 36'594 | 9'304 | 10'013 | 97.97% | 97.97% |
20.10.2014 | 5.23% | 0.37 | 0.38 | 60'000 | 60'000 | 38'882 | 38'881 | 14'977 | 15'728 | 74.37% | 74.37% |
17.10.2014 | 4.53% | 0.49 | 0.50 | 60'000 | 60'000 | 36'589 | 36'589 | 21'769 | 22'720 | 100.00% | 100.00% |
16.10.2014 | 3.64% | 0.79 | 0.80 | 60'000 | 60'000 | 36'698 | 36'698 | 29'764 | 30'762 | 97.73% | 97.73% |
15.10.2014 | 3.98% | 0.69 | 0.70 | 60'000 | 60'000 | 36'604 | 36'604 | 25'372 | 26'290 | 100.00% | 100.00% |
14.10.2014 | 3.20% | 0.66 | 0.67 | 60'000 | 60'000 | 36'605 | 36'605 | 24'209 | 24'953 | 100.00% | 100.00% |
13.10.2014 | 2.86% | 0.70 | 0.72 | 30'000 | 30'000 | 30'000 | 30'000 | 21'351 | 21'970 | 89.77% | 89.77% |