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 | 4.21% | 0.44 | 0.46 | 110'000 | 110'000 | 110'000 | 110'000 | 51'188 | 53'388 | 100.00% | 100.00% |
18.12.2014 | 4.60% | 0.45 | 0.47 | 110'000 | 110'000 | 109'998 | 110'000 | 47'126 | 49'327 | 97.11% | 97.11% |
17.12.2014 | 7.27% | 0.32 | 0.34 | 110'000 | 110'000 | 110'000 | 110'000 | 29'329 | 31'529 | 97.69% | 97.69% |
16.12.2014 | 7.92% | 0.26 | 0.28 | 110'000 | 110'000 | 110'000 | 110'000 | 27'000 | 29'200 | 95.44% | 95.44% |
15.12.2014 | 5.40% | 0.30 | 0.32 | 110'000 | 110'000 | 110'000 | 110'000 | 39'772 | 41'972 | 96.89% | 96.89% |
12.12.2014 | 5.57% | 0.34 | 0.36 | 110'000 | 110'000 | 110'000 | 110'000 | 38'422 | 40'622 | 97.80% | 97.80% |
11.12.2014 | 4.59% | 0.43 | 0.45 | 110'000 | 110'000 | 110'000 | 110'000 | 46'907 | 49'107 | 97.75% | 97.75% |
10.12.2014 | 4.25% | 0.46 | 0.48 | 110'000 | 110'000 | 110'000 | 110'000 | 50'696 | 52'896 | 95.35% | 95.35% |
09.12.2014 | 4.14% | 0.45 | 0.47 | 110'000 | 110'000 | 110'000 | 110'000 | 52'179 | 54'379 | 97.02% | 97.02% |