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 | - | - |
19.12.2014 | 8.46% | 0.17 | 0.18 | 50'000 | 50'000 | 49'997 | 50'000 | 8'632 | 9'396 | 100.00% | 100.00% |
18.12.2014 | 9.14% | 0.16 | 0.18 | 50'000 | 50'000 | 50'000 | 50'000 | 7'896 | 8'648 | 100.00% | 100.00% |
17.12.2014 | 11.53% | 0.12 | 0.13 | 50'000 | 50'000 | 50'000 | 50'000 | 5'788 | 6'491 | 100.00% | 100.00% |
16.12.2014 | 13.48% | 0.11 | 0.13 | 50'000 | 50'000 | 50'000 | 50'000 | 4'963 | 5'678 | 100.00% | 100.00% |
15.12.2014 | 12.21% | 0.11 | 0.13 | 50'000 | 50'000 | 50'000 | 50'000 | 6'374 | 7'207 | 100.00% | 100.00% |
12.12.2014 | 9.30% | 0.14 | 0.15 | 50'000 | 50'000 | 48'713 | 50'000 | 6'808 | 7'674 | 100.00% | 100.00% |
11.12.2014 | 9.94% | 0.14 | 0.16 | 50'000 | 50'000 | 50'000 | 50'000 | 7'288 | 8'050 | 100.00% | 100.00% |
10.12.2014 | 9.39% | 0.14 | 0.16 | 50'000 | 50'000 | 50'000 | 50'000 | 7'701 | 8'456 | 100.00% | 100.00% |
09.12.2014 | 7.45% | 0.16 | 0.17 | 50'000 | 50'000 | 50'000 | 50'000 | 8'187 | 8'816 | 100.00% | 100.00% |