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 | 38.82% | 0.16 | 0.19 | 30'000 | 30'000 | 30'000 | 30'000 | 2'225 | 3'039 | 86.98% | 86.98% |
18.12.2014 | 63.23% | 0.14 | 0.16 | 60'000 | 60'000 | 36'453 | 36'453 | 1'718 | 2'808 | 99.27% | 99.27% |
17.12.2014 | 23.30% | 0.12 | 0.15 | 60'000 | 60'000 | 36'430 | 36'430 | 4'305 | 5'399 | 99.18% | 99.18% |
16.12.2014 | 26.91% | 0.10 | 0.12 | 60'000 | 60'000 | 36'594 | 36'594 | 2'544 | 3'204 | 100.00% | 100.00% |
15.12.2014 | 17.35% | 0.08 | 0.09 | 60'000 | 60'000 | 36'489 | 36'489 | 2'288 | 2'706 | 99.42% | 99.42% |
12.12.2014 | 19.28% | 0.06 | 0.07 | 60'000 | 60'000 | 36'633 | 36'633 | 2'777 | 3'362 | 99.79% | 99.79% |
11.12.2014 | 19.67% | 0.06 | 0.07 | 60'000 | 60'000 | 36'099 | 36'099 | 2'636 | 3'209 | 90.42% | 90.42% |
10.12.2014 | 23.31% | 0.06 | 0.07 | 60'000 | 60'000 | 36'618 | 36'618 | 2'084 | 2'589 | 100.00% | 100.00% |
09.12.2014 | 13.72% | 0.10 | 0.11 | 60'000 | 60'000 | 36'605 | 36'605 | 3'803 | 4'352 | 100.00% | 100.00% |