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 | 8.97% | 0.25 | 0.27 | 500'000 | 500'000 | 497'458 | 500'000 | 133'414 | 146'695 | 99.75% | 99.75% |
18.12.2014 | 9.05% | 0.25 | 0.28 | 500'000 | 500'000 | 499'184 | 500'000 | 124'639 | 136'694 | 100.00% | 100.00% |
17.12.2014 | 11.82% | 0.21 | 0.23 | 500'000 | 500'000 | 500'000 | 500'000 | 101'111 | 113'813 | 100.00% | 100.00% |
16.12.2014 | 12.23% | 0.21 | 0.23 | 500'000 | 500'000 | 500'000 | 500'000 | 94'804 | 107'134 | 100.00% | 100.00% |
15.12.2014 | 9.25% | 0.20 | 0.22 | 500'000 | 500'000 | 500'000 | 500'000 | 116'180 | 127'396 | 100.00% | 100.00% |
12.12.2014 | 9.94% | 0.24 | 0.27 | 500'000 | 500'000 | 500'000 | 500'000 | 124'110 | 137'088 | 99.94% | 99.94% |
11.12.2014 | 8.82% | 0.27 | 0.30 | 500'000 | 500'000 | 500'000 | 500'000 | 135'774 | 148'297 | 100.00% | 100.00% |
10.12.2014 | 8.93% | 0.28 | 0.31 | 500'000 | 500'000 | 500'000 | 500'000 | 144'315 | 157'820 | 100.00% | 100.00% |
09.12.2014 | 8.11% | 0.28 | 0.31 | 500'000 | 500'000 | 500'000 | 500'000 | 150'449 | 163'164 | 100.00% | 100.00% |