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 | 1.29% | 1.55 | 1.57 | 145'000 | 145'000 | 145'000 | 145'000 | 223'914 | 226'814 | 99.91% | 99.91% |
18.12.2014 | 1.09% | 1.46 | 1.48 | 285'000 | 285'000 | 201'402 | 201'402 | 295'086 | 298'537 | 33.68% | 33.68% |
17.12.2014 | 0.75% | 1.32 | 1.33 | 285'000 | 285'000 | 191'380 | 191'380 | 253'229 | 255'143 | 97.59% | 97.59% |
16.12.2014 | 0.75% | 1.36 | 1.37 | 285'000 | 285'000 | 191'039 | 191'039 | 252'441 | 254'351 | 92.80% | 92.80% |
15.12.2014 | 0.69% | 1.41 | 1.42 | 285'000 | 285'000 | 191'036 | 191'036 | 274'058 | 275'968 | 97.66% | 97.66% |
12.12.2014 | 0.69% | 1.44 | 1.45 | 285'000 | 285'000 | 191'433 | 191'433 | 276'276 | 278'190 | 94.80% | 94.80% |
11.12.2014 | 0.67% | 1.53 | 1.54 | 285'000 | 285'000 | 192'255 | 192'255 | 289'004 | 290'927 | 98.35% | 98.35% |
10.12.2014 | 0.64% | 1.54 | 1.55 | 285'000 | 285'000 | 190'210 | 190'210 | 297'545 | 299'447 | 92.32% | 92.32% |
09.12.2014 | 0.68% | 1.46 | 1.47 | 285'000 | 285'000 | 190'872 | 190'872 | 278'223 | 280'131 | 95.00% | 95.00% |