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 | 16.92% | 0.16 | 0.19 | 25'000 | 25'000 | 25'000 | 25'000 | 3'798 | 4'499 | 100.00% | 100.00% |
18.12.2014 | 22.28% | 0.12 | 0.15 | 25'000 | 25'000 | 25'000 | 25'000 | 2'536 | 3'164 | 96.57% | 96.57% |
17.12.2014 | 36.39% | 0.05 | 0.08 | 25'000 | 25'000 | 25'000 | 25'000 | 1'473 | 2'130 | 100.00% | 100.00% |
16.12.2014 | 37.10% | 0.07 | 0.09 | 25'000 | 25'000 | 26'852 | 26'852 | 1'396 | 2'008 | 94.44% | 94.44% |
15.12.2014 | 26.03% | 0.05 | 0.07 | 50'000 | 50'000 | 50'000 | 50'000 | 2'948 | 3'833 | 99.89% | 99.89% |
12.12.2014 | 22.13% | 0.07 | 0.09 | 50'000 | 50'000 | 50'000 | 50'000 | 3'265 | 4'070 | 100.00% | 100.00% |
11.12.2014 | 16.07% | 0.09 | 0.10 | 50'000 | 50'000 | 50'000 | 50'000 | 4'497 | 5'284 | 100.00% | 100.00% |
10.12.2014 | 15.73% | 0.10 | 0.11 | 50'000 | 50'000 | 50'000 | 50'000 | 5'007 | 5'865 | 100.00% | 100.00% |
09.12.2014 | 14.02% | 0.09 | 0.11 | 50'000 | 50'000 | 50'000 | 50'000 | 4'912 | 5'649 | 99.76% | 99.76% |