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 | 1.70% | 0.98 | 1.00 | 500'000 | 500'000 | 500'000 | 500'000 | 499'497 | 508'037 | 99.17% | 99.17% |
18.12.2014 | 1.85% | 0.93 | 0.94 | 500'000 | 500'000 | 500'000 | 500'000 | 444'491 | 452'778 | 97.07% | 97.07% |
17.12.2014 | 2.45% | 0.72 | 0.74 | 500'000 | 500'000 | 500'000 | 500'000 | 348'657 | 357'287 | 99.73% | 99.73% |
16.12.2014 | 2.68% | 0.71 | 0.73 | 500'000 | 500'000 | 500'000 | 500'000 | 324'207 | 332'994 | 97.36% | 97.36% |
15.12.2014 | 2.01% | 0.72 | 0.74 | 500'000 | 500'000 | 500'000 | 499'999 | 409'804 | 418'096 | 93.76% | 93.76% |
12.12.2014 | 1.76% | 0.87 | 0.89 | 500'000 | 500'000 | 500'000 | 500'000 | 433'374 | 441'066 | 99.93% | 99.93% |
11.12.2014 | 1.89% | 0.92 | 0.93 | 500'000 | 500'000 | 500'000 | 500'000 | 447'634 | 456'156 | 100.00% | 100.00% |
10.12.2014 | 1.87% | 0.92 | 0.93 | 500'000 | 500'000 | 500'000 | 500'000 | 461'349 | 470'054 | 100.00% | 100.00% |
09.12.2014 | 1.66% | 0.89 | 0.91 | 500'000 | 500'000 | 500'000 | 500'000 | 485'420 | 493'536 | 99.50% | 99.50% |