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 | - | 0.06 | 0.04 | 55'000 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 99.72% |
18.12.2014 | 7.68% | 0.18 | 0.19 | 230'000 | 230'000 | 244'315 | 244'315 | 32'275 | 34'718 | 92.24% | 92.24% |
17.12.2014 | 17.12% | 0.04 | 0.05 | 420'000 | 420'000 | 436'352 | 436'352 | 24'513 | 28'876 | 98.79% | 98.79% |
16.12.2014 | 17.72% | 0.09 | 0.10 | 570'000 | 570'000 | 525'359 | 525'359 | 27'752 | 33'005 | 99.60% | 99.60% |
15.12.2014 | 7.47% | 0.09 | 0.10 | 290'000 | 290'000 | 277'813 | 277'813 | 36'459 | 39'237 | 99.66% | 99.66% |
12.12.2014 | 4.70% | 0.19 | 0.20 | 260'000 | 260'000 | 248'742 | 248'742 | 51'863 | 54'350 | 92.64% | 92.64% |
11.12.2014 | 4.10% | 0.27 | 0.28 | 240'000 | 240'000 | 240'000 | 240'000 | 57'668 | 60'068 | 91.90% | 91.90% |
10.12.2014 | 4.21% | 0.23 | 0.24 | 250'000 | 250'000 | 246'088 | 246'088 | 57'291 | 59'752 | 84.90% | 84.90% |
09.12.2014 | 3.51% | 0.24 | 0.25 | 230'000 | 230'000 | 230'000 | 230'000 | 64'753 | 67'053 | 96.09% | 96.09% |