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 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
18.12.2014 | 3.99% | 0.40 | 0.42 | 550'000 | 550'000 | 591'691 | 591'691 | 185'474 | 192'983 | 72.84% | 72.84% |
17.12.2014 | 24.12% | 0.08 | 0.10 | 750'000 | 750'000 | 750'000 | 750'000 | 55'208 | 70'208 | 67.35% | 67.35% |
16.12.2014 | 37.48% | 0.09 | 0.11 | 750'000 | 750'000 | 750'000 | 750'000 | 34'770 | 49'770 | 97.55% | 97.55% |
15.12.2014 | 8.85% | 0.11 | 0.13 | 750'000 | 750'000 | 750'000 | 750'000 | 170'937 | 185'937 | 93.82% | 93.82% |
12.12.2014 | 5.31% | 0.34 | 0.36 | 700'000 | 700'000 | 660'112 | 660'112 | 242'114 | 255'316 | 98.29% | 98.29% |
11.12.2014 | 4.10% | 0.51 | 0.53 | 650'000 | 650'000 | 630'466 | 630'466 | 301'887 | 314'497 | 97.24% | 97.24% |
10.12.2014 | 3.62% | 0.52 | 0.54 | 600'000 | 600'000 | 600'000 | 600'000 | 326'283 | 338'283 | 87.85% | 87.85% |
09.12.2014 | 3.04% | 0.53 | 0.55 | 550'000 | 550'000 | 550'000 | 550'000 | 358'097 | 369'097 | 88.59% | 88.59% |