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 | 12.08% | 0.26 | 0.28 | 300'000 | 300'000 | 193'260 | 193'260 | 50'662 | 56'662 | 99.99% | 99.99% |
18.12.2014 | 3.88% | 0.55 | 0.57 | 300'000 | 300'000 | 300'000 | 300'000 | 152'109 | 158'109 | 94.89% | 94.89% |
17.12.2014 | 5.08% | 0.37 | 0.39 | 300'000 | 300'000 | 300'000 | 300'000 | 115'316 | 121'316 | 98.37% | 98.37% |
16.12.2014 | 5.98% | 0.42 | 0.44 | 300'000 | 300'000 | 300'000 | 300'000 | 97'995 | 103'995 | 94.93% | 94.93% |
15.12.2014 | 4.15% | 0.41 | 0.43 | 300'000 | 300'000 | 300'000 | 300'000 | 142'293 | 148'293 | 94.28% | 94.28% |
12.12.2014 | 3.46% | 0.55 | 0.57 | 300'000 | 300'000 | 300'000 | 300'000 | 170'538 | 176'538 | 99.93% | 99.93% |
11.12.2014 | 3.27% | 0.63 | 0.65 | 300'000 | 300'000 | 300'000 | 300'000 | 180'869 | 186'869 | 99.01% | 99.01% |
10.12.2014 | 3.30% | 0.59 | 0.61 | 300'000 | 300'000 | 300'000 | 300'000 | 178'728 | 184'728 | 100.00% | 100.00% |
09.12.2014 | 3.07% | 0.60 | 0.62 | 300'000 | 300'000 | 300'000 | 300'000 | 192'915 | 198'915 | 99.50% | 99.50% |