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 | 2.48% | 0.63 | 0.65 | 100'000 | 100'000 | 100'000 | 100'000 | 64'662 | 66'284 | 100.00% | 100.00% |
18.12.2014 | 2.84% | 0.61 | 0.62 | 100'000 | 100'000 | 100'000 | 100'000 | 57'567 | 59'223 | 99.98% | 99.98% |
17.12.2014 | 3.04% | 0.48 | 0.49 | 100'000 | 100'000 | 100'000 | 100'000 | 48'273 | 49'765 | 100.00% | 100.00% |
16.12.2014 | 3.57% | 0.48 | 0.50 | 100'000 | 100'000 | 100'000 | 100'000 | 42'005 | 43'534 | 100.00% | 100.00% |
15.12.2014 | 2.58% | 0.46 | 0.47 | 100'000 | 100'000 | 100'000 | 100'000 | 53'643 | 55'038 | 99.98% | 99.98% |
12.12.2014 | 2.27% | 0.57 | 0.58 | 100'000 | 100'000 | 100'000 | 100'000 | 58'949 | 60'301 | 99.94% | 99.94% |
11.12.2014 | 2.56% | 0.64 | 0.65 | 100'000 | 100'000 | 100'000 | 100'000 | 61'102 | 62'685 | 100.00% | 100.00% |
10.12.2014 | 2.37% | 0.60 | 0.61 | 100'000 | 100'000 | 99'999 | 100'000 | 61'805 | 63'287 | 99.96% | 99.96% |
09.12.2014 | 2.47% | 0.62 | 0.64 | 100'000 | 100'000 | 100'000 | 100'000 | 64'274 | 65'884 | 100.00% | 100.00% |