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 | 0.49% | 2.16 | 2.17 | 600'000 | 600'000 | 600'000 | 600'000 | 1'218'450 | 1'224'450 | 98.51% | 98.51% |
20.11.2014 | 0.63% | 1.69 | 1.70 | 650'000 | 650'000 | 650'000 | 650'000 | 1'035'190 | 1'041'690 | 97.60% | 97.60% |
19.11.2014 | 0.59% | 1.69 | 1.70 | 650'000 | 650'000 | 650'000 | 650'000 | 1'100'900 | 1'107'400 | 99.16% | 99.16% |
18.11.2014 | 0.66% | 1.61 | 1.62 | 650'000 | 650'000 | 650'000 | 650'000 | 988'674 | 995'174 | 99.52% | 99.52% |
17.11.2014 | 0.90% | 1.27 | 1.28 | 700'000 | 700'000 | 700'000 | 700'000 | 777'436 | 784'436 | 99.49% | 99.49% |
14.11.2014 | 0.90% | 1.14 | 1.15 | 700'000 | 700'000 | 700'000 | 700'000 | 779'716 | 786'716 | 99.39% | 99.39% |
13.11.2014 | 0.84% | 1.13 | 1.14 | 700'000 | 700'000 | 700'000 | 700'000 | 829'814 | 836'814 | 99.76% | 99.76% |
12.11.2014 | 0.80% | 1.05 | 1.06 | 700'000 | 700'000 | 680'153 | 680'153 | 845'479 | 852'280 | 99.77% | 99.77% |
11.11.2014 | 0.70% | 1.51 | 1.52 | 650'000 | 650'000 | 650'000 | 650'000 | 926'753 | 933'253 | 99.97% | 99.97% |