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 | 2.79% | 0.12 | 0.13 | 750'000 | 750'000 | 749'980 | 750'000 | 286'520 | 294'029 | 7.66% | 7.66% |
22.10.2014 | 3.13% | 0.27 | 0.28 | 750'000 | 750'000 | 749'964 | 749'947 | 240'435 | 247'930 | 97.01% | 97.01% |
21.10.2014 | 1.90% | 0.42 | 0.43 | 750'000 | 750'000 | 750'000 | 750'000 | 402'044 | 409'545 | 98.57% | 98.57% |
20.10.2014 | 1.39% | 0.75 | 0.76 | 750'000 | 750'000 | 749'996 | 749'997 | 541'103 | 548'604 | 99.68% | 99.68% |
17.10.2014 | 1.30% | 0.52 | 0.53 | 750'000 | 750'000 | 749'966 | 749'988 | 580'139 | 587'653 | 96.99% | 96.99% |
16.10.2014 | 0.79% | 1.19 | 1.20 | 750'000 | 750'000 | 750'000 | 750'000 | 956'479 | 963'979 | 72.57% | 72.57% |
15.10.2014 | 1.28% | 1.01 | 1.02 | 750'000 | 750'000 | 749'999 | 750'000 | 603'185 | 610'686 | 85.33% | 85.33% |
14.10.2014 | 1.55% | 0.54 | 0.55 | 750'000 | 750'000 | 749'998 | 749'993 | 485'427 | 492'925 | 86.30% | 86.30% |
13.10.2014 | 1.74% | 0.59 | 0.60 | 746'620 | 750'000 | 749'995 | 749'984 | 433'245 | 440'739 | 94.00% | 94.00% |