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 | - | - |
30.10.2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
29.10.2014 | - | 0.01 | 0.05 | 750'000 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
28.10.2014 | 5.17% | 0.14 | 0.15 | 750'000 | 750'000 | 749'993 | 749'980 | 148'293 | 155'789 | 99.48% | 99.48% |
27.10.2014 | 2.44% | 0.44 | 0.45 | 750'000 | 750'000 | 749'992 | 749'907 | 330'561 | 338'017 | 97.20% | 97.20% |
23.10.2014 | 2.72% | 0.13 | 0.14 | 750'000 | 750'000 | 749'994 | 749'999 | 286'730 | 294'233 | 96.07% | 96.07% |
22.10.2014 | 1.93% | 0.47 | 0.48 | 750'000 | 750'000 | 750'000 | 749'980 | 388'569 | 396'059 | 96.21% | 96.21% |
21.10.2014 | 1.37% | 0.62 | 0.63 | 750'000 | 750'000 | 750'000 | 750'000 | 553'288 | 560'788 | 98.69% | 98.69% |
20.10.2014 | 1.10% | 0.94 | 0.95 | 750'000 | 750'000 | 749'998 | 749'997 | 683'773 | 691'272 | 99.73% | 99.73% |
17.10.2014 | 1.05% | 0.71 | 0.72 | 750'000 | 750'000 | 750'000 | 750'000 | 713'474 | 720'974 | 97.00% | 97.00% |