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 | - | - |
24.11.2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21.11.2014 | 14.89% | 0.03 | 0.04 | 750'000 | 750'000 | 749'560 | 750'000 | 55'358 | 62'885 | 2.30% | 2.30% |
20.11.2014 | 2.68% | 0.27 | 0.28 | 750'000 | 750'000 | 750'000 | 749'833 | 280'480 | 287'909 | 97.84% | 97.84% |
19.11.2014 | 4.55% | 0.28 | 0.29 | 750'000 | 750'000 | 750'000 | 750'000 | 168'942 | 176'442 | 99.05% | 99.05% |
18.11.2014 | 2.62% | 0.30 | 0.31 | 750'000 | 750'000 | 750'000 | 750'000 | 289'809 | 297'309 | 99.45% | 99.45% |
17.11.2014 | 1.26% | 0.63 | 0.64 | 750'000 | 750'000 | 750'000 | 750'000 | 597'742 | 605'242 | 99.18% | 99.18% |
14.11.2014 | 1.24% | 0.77 | 0.78 | 750'000 | 750'000 | 750'000 | 750'000 | 601'470 | 608'970 | 97.20% | 97.20% |
13.11.2014 | 1.35% | 0.80 | 0.81 | 750'000 | 750'000 | 750'000 | 750'000 | 558'675 | 566'175 | 99.72% | 99.72% |