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 | 2.04% | 0.46 | 0.47 | 90'000 | 90'000 | 90'000 | 90'000 | 43'647 | 44'547 | 97.25% | 97.25% |
18.12.2014 | 1.99% | 0.49 | 0.50 | 90'000 | 90'000 | 90'000 | 90'000 | 44'807 | 45'707 | 97.30% | 97.30% |
17.12.2014 | 2.30% | 0.44 | 0.45 | 90'000 | 90'000 | 90'000 | 90'000 | 38'737 | 39'637 | 99.32% | 99.32% |
16.12.2014 | 2.38% | 0.43 | 0.44 | 90'000 | 90'000 | 90'000 | 90'000 | 37'524 | 38'424 | 97.75% | 97.75% |
15.12.2014 | 1.99% | 0.46 | 0.47 | 90'000 | 90'000 | 90'000 | 90'000 | 44'721 | 45'621 | 99.04% | 99.04% |
12.12.2014 | 2.00% | 0.48 | 0.49 | 90'000 | 90'000 | 90'000 | 90'000 | 44'522 | 45'422 | 100.00% | 100.00% |
11.12.2014 | 1.86% | 0.54 | 0.55 | 90'000 | 90'000 | 90'000 | 90'000 | 48'004 | 48'904 | 99.51% | 99.51% |
10.12.2014 | 1.61% | 0.60 | 0.61 | 90'000 | 90'000 | 90'000 | 90'000 | 55'546 | 56'446 | 96.97% | 96.97% |
09.12.2014 | 1.52% | 0.64 | 0.65 | 90'000 | 90'000 | 90'000 | 90'000 | 59'007 | 59'907 | 99.32% | 99.32% |