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 | 1.54% | 2.28 | 2.32 | 30'000 | 30'000 | 30'000 | 30'000 | 68'895 | 69'963 | 86.99% | 86.99% |
18.12.2014 | 1.62% | 2.12 | 2.15 | 60'000 | 60'000 | 35'349 | 35'349 | 71'847 | 72'955 | 94.83% | 94.83% |
17.12.2014 | 1.68% | 1.76 | 1.79 | 60'000 | 60'000 | 35'500 | 35'500 | 62'862 | 63'901 | 95.42% | 95.42% |
16.12.2014 | 1.14% | 1.89 | 1.91 | 60'000 | 60'000 | 36'597 | 36'597 | 71'346 | 72'126 | 100.00% | 100.00% |
15.12.2014 | 0.78% | 2.14 | 2.15 | 60'000 | 60'000 | 33'079 | 33'079 | 71'436 | 71'987 | 86.84% | 86.84% |
12.12.2014 | 1.13% | 2.16 | 2.17 | 60'000 | 60'000 | 33'902 | 33'902 | 71'262 | 72'038 | 89.40% | 89.40% |
11.12.2014 | 1.35% | 2.08 | 2.10 | 60'000 | 60'000 | 30'652 | 30'652 | 65'081 | 65'959 | 73.66% | 73.66% |
10.12.2014 | 1.12% | 2.21 | 2.22 | 60'000 | 60'000 | 36'609 | 36'609 | 81'125 | 81'976 | 100.00% | 100.00% |
09.12.2014 | 1.09% | 2.19 | 2.21 | 60'000 | 60'000 | 36'836 | 36'836 | 81'312 | 82'142 | 96.90% | 96.90% |