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 | 1.83% | 1.51 | 1.55 | 70'000 | 70'000 | 69'999 | 70'000 | 106'735 | 108'713 | 65.18% | 65.18% |
18.12.2014 | 1.35% | 1.34 | 1.36 | 145'000 | 145'000 | 93'301 | 93'301 | 126'816 | 128'578 | 83.28% | 83.28% |
17.12.2014 | 0.92% | 1.07 | 1.08 | 145'000 | 145'000 | 91'822 | 91'822 | 99'164 | 100'082 | 87.79% | 87.79% |
16.12.2014 | 0.92% | 1.17 | 1.18 | 145'000 | 145'000 | 91'649 | 91'649 | 99'622 | 100'538 | 59.91% | 59.91% |
15.12.2014 | 0.77% | 1.25 | 1.26 | 145'000 | 145'000 | 89'728 | 89'728 | 116'352 | 117'249 | 79.26% | 79.26% |
12.12.2014 | 0.75% | 1.31 | 1.32 | 145'000 | 145'000 | 91'852 | 91'852 | 121'371 | 122'289 | 79.60% | 79.60% |
11.12.2014 | 0.70% | 1.49 | 1.50 | 145'000 | 145'000 | 93'004 | 93'004 | 133'727 | 134'657 | 88.16% | 88.16% |
10.12.2014 | 0.64% | 1.51 | 1.52 | 145'000 | 145'000 | 99'671 | 99'672 | 154'068 | 155'066 | 40.13% | 40.13% |
09.12.2014 | 0.74% | 1.37 | 1.38 | 145'000 | 145'000 | 87'254 | 87'254 | 116'982 | 117'855 | 72.56% | 72.56% |