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 | - | - |
28.10.2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
27.10.2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
23.10.2014 | 2.64% | 0.26 | 0.27 | 500'000 | 500'000 | 500'000 | 500'000 | 190'031 | 195'031 | 98.29% | 98.29% |
22.10.2014 | 2.64% | 0.35 | 0.36 | 500'000 | 500'000 | 500'000 | 500'000 | 187'012 | 192'012 | 99.82% | 99.82% |
21.10.2014 | 1.91% | 0.48 | 0.49 | 500'000 | 500'000 | 500'000 | 500'000 | 260'458 | 265'458 | 98.71% | 98.71% |
20.10.2014 | 1.66% | 0.62 | 0.63 | 500'000 | 500'000 | 500'000 | 500'000 | 301'183 | 306'183 | 99.24% | 99.24% |
17.10.2014 | 1.45% | 0.59 | 0.60 | 500'000 | 500'000 | 500'000 | 500'000 | 344'089 | 349'089 | 90.76% | 90.76% |
16.10.2014 | 1.07% | 0.86 | 0.87 | 500'000 | 500'000 | 499'994 | 500'000 | 466'601 | 471'606 | 41.33% | 41.33% |
15.10.2014 | 1.40% | 0.82 | 0.83 | 500'000 | 500'000 | 499'997 | 499'985 | 358'763 | 363'754 | 94.74% | 94.74% |