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 | - | - |
22.12.2014 | 1.70% | 56.39 | 57.39 | 100'000 | 65'000 | 38'483 | 25'014 | 22'129 | 14'634 | 95.56% | 95.56% |
19.12.2014 | 1.68% | 58.55 | 59.55 | 100'000 | 65'000 | 39'331 | 25'565 | 23'307 | 15'405 | 91.38% | 91.38% |
18.12.2014 | 1.80% | 57.17 | 58.17 | 100'000 | 65'000 | 37'663 | 24'481 | 21'035 | 13'918 | 100.00% | 100.00% |
17.12.2014 | 1.95% | 52.72 | 53.72 | 100'000 | 65'000 | 40'660 | 26'429 | 20'902 | 13'850 | 85.49% | 85.49% |
16.12.2014 | 1.81% | 54.16 | 55.16 | 100'000 | 65'000 | 100'000 | 65'000 | 54'842 | 36'297 | 18.92% | 18.92% |
15.12.2014 | 1.68% | 61.55 | 62.55 | 100'000 | 65'000 | 35'550 | 23'107 | 21'367 | 14'119 | 96.73% | 96.73% |
12.12.2014 | 1.74% | 57.07 | 58.07 | 100'000 | 65'000 | 37'662 | 24'480 | 21'261 | 14'064 | 100.00% | 100.00% |
11.12.2014 | 1.73% | 59.29 | 60.29 | 100'000 | 65'000 | 37'663 | 24'481 | 21'756 | 14'386 | 100.00% | 100.00% |
10.12.2014 | 1.66% | 59.11 | 60.11 | 100'000 | 65'000 | 37'662 | 24'480 | 22'445 | 14'834 | 100.00% | 100.00% |