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 | 15.35% | 0.52 | 0.58 | 30'000 | 30'000 | 30'000 | 30'000 | 14'061 | 16'382 | 87.23% | 87.23% |
18.12.2014 | 24.30% | 0.36 | 0.38 | 60'000 | 60'000 | 34'091 | 34'091 | 9'536 | 11'756 | 90.22% | 90.22% |
17.12.2014 | 25.64% | 0.23 | 0.25 | 60'000 | 60'000 | 36'461 | 36'461 | 6'677 | 8'321 | 99.31% | 99.31% |
16.12.2014 | 14.52% | 0.21 | 0.22 | 60'000 | 60'000 | 36'613 | 36'613 | 7'190 | 8'245 | 100.00% | 100.00% |
15.12.2014 | 7.93% | 0.31 | 0.33 | 60'000 | 60'000 | 36'249 | 36'249 | 13'737 | 14'809 | 98.43% | 98.43% |
12.12.2014 | 9.07% | 0.41 | 0.43 | 60'000 | 60'000 | 36'608 | 36'608 | 17'321 | 18'845 | 99.87% | 99.87% |
11.12.2014 | 10.47% | 0.56 | 0.57 | 60'000 | 60'000 | 37'328 | 37'328 | 19'290 | 21'050 | 74.07% | 74.07% |
10.12.2014 | 5.10% | 0.58 | 0.59 | 60'000 | 60'000 | 36'601 | 36'601 | 21'987 | 23'068 | 100.00% | 100.00% |
09.12.2014 | 5.76% | 0.55 | 0.57 | 60'000 | 60'000 | 36'600 | 36'600 | 21'475 | 22'661 | 100.00% | 100.00% |