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 | 4.48% | 0.57 | 0.59 | 10'000 | 10'000 | 10'000 | 10'000 | 5'759 | 6'023 | 87.08% | 87.08% |
18.12.2014 | 3.40% | 0.74 | 0.76 | 20'000 | 20'000 | 12'189 | 12'189 | 9'625 | 9'959 | 99.69% | 99.69% |
17.12.2014 | 2.55% | 0.90 | 0.92 | 20'000 | 20'000 | 12'149 | 12'149 | 10'647 | 10'929 | 99.25% | 99.25% |
16.12.2014 | 2.41% | 0.79 | 0.81 | 20'000 | 20'000 | 12'206 | 12'206 | 9'808 | 10'044 | 100.00% | 100.00% |
15.12.2014 | 2.49% | 0.76 | 0.77 | 20'000 | 20'000 | 11'023 | 11'023 | 7'517 | 7'702 | 86.79% | 86.79% |
12.12.2014 | 3.78% | 0.59 | 0.61 | 20'000 | 20'000 | 12'211 | 12'211 | 6'031 | 6'249 | 99.76% | 99.76% |
11.12.2014 | 3.75% | 0.37 | 0.39 | 20'000 | 20'000 | 12'024 | 12'024 | 4'984 | 5'174 | 91.24% | 91.24% |
10.12.2014 | 5.49% | 0.40 | 0.41 | 20'000 | 20'000 | 12'208 | 12'208 | 4'389 | 4'619 | 100.00% | 100.00% |
09.12.2014 | 3.61% | 0.42 | 0.43 | 20'000 | 20'000 | 11'341 | 11'341 | 4'723 | 4'895 | 89.99% | 89.99% |