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 | 1.73% | 0.57 | 0.58 | 100'000 | 100'000 | 100'000 | 100'000 | 57'434 | 58'434 | 100.00% | 100.00% |
18.12.2014 | 1.80% | 0.55 | 0.56 | 200'000 | 200'000 | 121'728 | 121'728 | 67'313 | 68'531 | 98.56% | 98.56% |
17.12.2014 | 2.02% | 0.50 | 0.51 | 200'000 | 200'000 | 160'702 | 160'702 | 78'758 | 80'365 | 98.52% | 98.52% |
16.12.2014 | 1.80% | 0.53 | 0.54 | 200'000 | 200'000 | 120'691 | 120'691 | 66'242 | 67'448 | 97.98% | 97.98% |
15.12.2014 | 1.66% | 0.58 | 0.59 | 200'000 | 200'000 | 121'044 | 121'044 | 72'301 | 73'511 | 98.60% | 98.60% |
12.12.2014 | 1.59% | 0.62 | 0.63 | 200'000 | 200'000 | 121'484 | 121'484 | 75'617 | 76'831 | 98.85% | 98.85% |
11.12.2014 | 1.56% | 0.66 | 0.67 | 200'000 | 200'000 | 121'925 | 121'925 | 77'778 | 78'997 | 97.42% | 97.42% |
10.12.2014 | 1.50% | 0.66 | 0.67 | 200'000 | 200'000 | 122'242 | 122'242 | 81'201 | 82'423 | 95.58% | 95.58% |
09.12.2014 | 1.61% | 0.61 | 0.62 | 200'000 | 200'000 | 122'057 | 122'057 | 75'195 | 76'416 | 96.75% | 96.75% |