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 | 5.56% | 0.19 | 0.20 | 300'000 | 300'000 | 300'000 | 300'000 | 64'887 | 68'586 | 100.00% | 100.00% |
18.12.2014 | 5.89% | 0.20 | 0.21 | 300'000 | 300'000 | 300'000 | 300'000 | 55'767 | 59'136 | 100.00% | 100.00% |
17.12.2014 | 11.58% | 0.12 | 0.13 | 300'000 | 300'000 | 300'000 | 300'000 | 28'609 | 32'102 | 100.00% | 100.00% |
16.12.2014 | 16.46% | 0.10 | 0.12 | 300'000 | 300'000 | 279'827 | 279'827 | 25'147 | 28'941 | 100.00% | 100.00% |
15.12.2014 | 7.66% | 0.11 | 0.12 | 300'000 | 300'000 | 300'000 | 300'000 | 44'165 | 47'663 | 99.75% | 99.75% |
12.12.2014 | 6.19% | 0.17 | 0.19 | 300'000 | 300'000 | 299'683 | 299'683 | 57'828 | 61'504 | 100.00% | 100.00% |
11.12.2014 | 5.02% | 0.24 | 0.25 | 300'000 | 300'000 | 300'000 | 300'000 | 70'324 | 73'931 | 100.00% | 100.00% |
10.12.2014 | 4.86% | 0.24 | 0.25 | 300'000 | 300'000 | 300'000 | 300'000 | 74'646 | 78'364 | 100.00% | 100.00% |
09.12.2014 | 4.41% | 0.24 | 0.26 | 300'000 | 300'000 | 300'000 | 300'000 | 78'764 | 82'315 | 99.41% | 99.41% |