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 | - | - |
21.11.2014 | 0.64% | 1.68 | 1.69 | 600'000 | 600'000 | 600'000 | 600'000 | 929'965 | 935'965 | 98.51% | 98.51% |
20.11.2014 | 0.90% | 1.21 | 1.22 | 650'000 | 650'000 | 650'000 | 650'000 | 723'077 | 729'577 | 97.67% | 97.67% |
19.11.2014 | 0.83% | 1.21 | 1.22 | 650'000 | 650'000 | 650'000 | 650'000 | 783'133 | 789'633 | 99.75% | 99.75% |
18.11.2014 | 0.97% | 1.12 | 1.13 | 650'000 | 650'000 | 650'000 | 650'000 | 670'356 | 676'856 | 99.53% | 99.53% |
17.11.2014 | 1.60% | 0.77 | 0.78 | 750'000 | 750'000 | 750'000 | 750'000 | 470'437 | 477'937 | 99.48% | 99.48% |
14.11.2014 | 1.52% | 0.65 | 0.66 | 750'000 | 750'000 | 750'000 | 750'000 | 490'723 | 498'223 | 99.39% | 99.39% |
13.11.2014 | 1.37% | 0.68 | 0.69 | 750'000 | 750'000 | 750'000 | 750'000 | 548'800 | 556'300 | 99.76% | 99.76% |
12.11.2014 | 1.39% | 0.62 | 0.63 | 750'000 | 750'000 | 749'468 | 749'468 | 537'381 | 544'876 | 99.84% | 99.84% |
11.11.2014 | 1.03% | 0.96 | 0.97 | 700'000 | 700'000 | 700'000 | 700'000 | 675'575 | 682'575 | 100.00% | 100.00% |