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 | 5.66% | 0.57 | 0.59 | 300'000 | 300'000 | 193'260 | 193'260 | 112'404 | 118'404 | 99.99% | 99.99% |
18.12.2014 | 2.23% | 0.93 | 0.95 | 300'000 | 300'000 | 300'000 | 300'000 | 266'003 | 272'003 | 92.53% | 92.53% |
17.12.2014 | 2.70% | 0.72 | 0.74 | 300'000 | 300'000 | 300'000 | 300'000 | 219'206 | 225'206 | 98.37% | 98.37% |
16.12.2014 | 3.02% | 0.78 | 0.80 | 300'000 | 300'000 | 300'000 | 300'000 | 196'392 | 202'392 | 94.93% | 94.93% |
15.12.2014 | 2.35% | 0.76 | 0.78 | 300'000 | 300'000 | 300'000 | 300'000 | 252'995 | 258'995 | 94.28% | 94.28% |
12.12.2014 | 2.06% | 0.94 | 0.96 | 300'000 | 300'000 | 300'000 | 300'000 | 288'654 | 294'654 | 99.93% | 99.93% |
11.12.2014 | 1.97% | 1.04 | 1.06 | 300'000 | 300'000 | 300'000 | 298'915 | 301'513 | 306'384 | 99.01% | 99.01% |
10.12.2014 | 1.99% | 0.99 | 1.01 | 300'000 | 300'000 | 300'000 | 300'000 | 298'749 | 304'749 | 100.00% | 100.00% |
09.12.2014 | 1.88% | 1.00 | 1.02 | 300'000 | 300'000 | 300'000 | 300'000 | 316'849 | 322'849 | 99.50% | 99.50% |