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 | 20.52% | 0.06 | 0.08 | 150'000 | 150'000 | 150'000 | 150'000 | 15'133 | 18'305 | 99.15% | 100.00% |
18.12.2014 | 22.84% | 0.11 | 0.13 | 130'000 | 150'000 | 150'000 | 150'000 | 14'437 | 17'911 | 97.12% | 100.00% |
17.12.2014 | 101.78% | 0.01 | 0.03 | 150'000 | 150'000 | 150'000 | 150'000 | 1'500 | 4'634 | 76.23% | 100.00% |
16.12.2014 | 96.58% | 0.02 | 0.04 | 150'000 | 150'000 | 150'000 | 150'000 | 1'828 | 5'119 | 98.85% | 100.00% |
15.12.2014 | 69.98% | 0.01 | 0.04 | 150'000 | 150'000 | 150'000 | 150'000 | 3'483 | 7'100 | 99.73% | 99.73% |
12.12.2014 | 44.77% | 0.03 | 0.06 | 150'000 | 150'000 | 149'827 | 149'827 | 6'130 | 9'594 | 100.00% | 100.00% |
11.12.2014 | 39.62% | 0.05 | 0.07 | 150'000 | 150'000 | 150'000 | 150'000 | 6'879 | 10'230 | 100.00% | 100.00% |
10.12.2014 | 22.31% | 0.07 | 0.10 | 150'000 | 150'000 | 150'000 | 150'000 | 14'040 | 17'409 | 88.84% | 99.51% |
09.12.2014 | 9.01% | 0.14 | 0.16 | 150'000 | 113'381 | 150'000 | 150'000 | 33'465 | 36'575 | 55.46% | 99.37% |