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 | 12.82% | 0.09 | 0.11 | 50'000 | 50'000 | 49'922 | 50'000 | 4'996 | 5'687 | 96.55% | 100.00% |
18.12.2014 | 15.37% | 0.10 | 0.11 | 50'000 | 50'000 | 49'964 | 50'000 | 4'410 | 5'143 | 96.00% | 99.33% |
17.12.2014 | 27.29% | 0.05 | 0.07 | 50'000 | 50'000 | 50'000 | 49'974 | 1'645 | 2'145 | 100.00% | 100.00% |
16.12.2014 | 50.22% | 0.03 | 0.04 | 50'000 | 50'000 | 46'638 | 46'638 | 944 | 1'477 | 100.00% | 100.00% |
15.12.2014 | 21.06% | 0.03 | 0.04 | 50'000 | 50'000 | 50'000 | 50'000 | 2'201 | 2'701 | 99.75% | 99.75% |
12.12.2014 | 15.52% | 0.05 | 0.06 | 50'000 | 50'000 | 49'947 | 49'947 | 2'983 | 3'484 | 100.00% | 100.00% |
11.12.2014 | 14.88% | 0.07 | 0.08 | 50'000 | 50'000 | 50'000 | 50'000 | 3'159 | 3'659 | 100.00% | 100.00% |
10.12.2014 | 17.03% | 0.05 | 0.06 | 50'000 | 50'000 | 50'000 | 50'000 | 2'707 | 3'207 | 100.00% | 100.00% |
09.12.2014 | 21.35% | 0.05 | 0.06 | 50'000 | 50'000 | 50'000 | 50'000 | 2'108 | 2'608 | 99.41% | 99.41% |