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 | 2.45% | 0.29 | 0.30 | 750'000 | 750'000 | 750'000 | 750'000 | 314'754 | 322'254 | 7.41% | 7.41% |
22.10.2014 | 2.87% | 0.30 | 0.31 | 750'000 | 750'000 | 750'000 | 750'000 | 262'164 | 269'664 | 97.08% | 97.08% |
21.10.2014 | 1.78% | 0.46 | 0.47 | 750'000 | 750'000 | 750'000 | 750'000 | 427'053 | 434'553 | 98.80% | 98.80% |
20.10.2014 | 1.32% | 0.78 | 0.79 | 750'000 | 750'000 | 750'000 | 750'000 | 567'780 | 575'280 | 99.75% | 99.75% |
17.10.2014 | 1.25% | 0.56 | 0.57 | 750'000 | 750'000 | 750'000 | 750'000 | 601'036 | 608'536 | 97.01% | 97.01% |
16.10.2014 | 0.77% | 1.21 | 1.22 | 750'000 | 750'000 | 750'000 | 749'999 | 983'742 | 991'241 | 74.07% | 74.07% |
15.10.2014 | 1.24% | 1.05 | 1.06 | 750'000 | 750'000 | 750'000 | 749'999 | 621'521 | 629'020 | 84.16% | 84.16% |
14.10.2014 | 1.49% | 0.56 | 0.57 | 750'000 | 750'000 | 750'000 | 750'000 | 505'869 | 513'369 | 86.76% | 86.76% |