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 | 3.25% | 0.60 | 0.62 | 400'000 | 400'000 | 400'000 | 400'000 | 242'615 | 250'615 | 96.02% | 96.02% |
18.12.2014 | 2.26% | 0.45 | 0.47 | 400'000 | 400'000 | 399'851 | 399'852 | 368'843 | 375'844 | 98.94% | 98.94% |
17.12.2014 | 0.75% | 1.35 | 1.36 | 400'000 | 400'000 | 400'000 | 400'000 | 533'563 | 537'563 | 100.00% | 100.00% |
16.12.2014 | 0.84% | 1.29 | 1.30 | 400'000 | 400'000 | 400'000 | 400'000 | 474'539 | 478'539 | 74.91% | 74.91% |
15.12.2014 | 0.69% | 1.33 | 1.34 | 400'000 | 400'000 | 400'000 | 400'000 | 575'452 | 579'452 | 98.44% | 98.44% |
12.12.2014 | 0.69% | 1.42 | 1.43 | 400'000 | 400'000 | 400'000 | 400'000 | 578'808 | 582'808 | 99.95% | 99.95% |
11.12.2014 | 0.66% | 1.57 | 1.58 | 400'000 | 400'000 | 400'000 | 400'000 | 603'524 | 607'524 | 100.00% | 100.00% |
10.12.2014 | 0.69% | 1.44 | 1.45 | 400'000 | 400'000 | 400'000 | 400'000 | 576'317 | 580'317 | 99.85% | 99.85% |
09.12.2014 | 0.65% | 1.47 | 1.48 | 400'000 | 400'000 | 400'000 | 400'000 | 614'920 | 618'920 | 99.62% | 99.62% |