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 | 8.21% | 0.10 | 0.11 | 100'000 | 100'000 | 100'000 | 100'000 | 11'760 | 12'760 | 96.39% | 96.39% |
18.12.2014 | 9.24% | 0.11 | 0.12 | 100'000 | 100'000 | 100'000 | 100'000 | 10'352 | 11'352 | 97.20% | 97.30% |
17.12.2014 | 13.33% | 0.07 | 0.08 | 100'000 | 100'000 | 100'000 | 100'000 | 7'003 | 8'003 | 100.00% | 100.00% |
16.12.2014 | 15.28% | 0.08 | 0.09 | 100'000 | 100'000 | 100'000 | 100'000 | 6'187 | 7'187 | 99.43% | 99.43% |
15.12.2014 | 10.27% | 0.07 | 0.08 | 100'000 | 100'000 | 99'968 | 100'000 | 9'384 | 10'393 | 80.23% | 99.28% |
12.12.2014 | 9.98% | 0.10 | 0.11 | 100'000 | 100'000 | 100'000 | 100'000 | 10'523 | 11'626 | 100.00% | 100.00% |
11.12.2014 | 8.16% | 0.12 | 0.14 | 100'000 | 100'000 | 100'000 | 100'000 | 12'541 | 13'607 | 100.00% | 100.00% |
10.12.2014 | 7.15% | 0.13 | 0.14 | 100'000 | 100'000 | 100'000 | 100'000 | 13'823 | 14'848 | 100.00% | 100.00% |
09.12.2014 | 7.21% | 0.13 | 0.15 | 100'000 | 100'000 | 100'000 | 100'000 | 14'791 | 15'892 | 99.85% | 99.85% |