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 | 1.89% | 3.87 | 3.91 | 10'000 | 10'000 | 10'000 | 10'000 | 38'419 | 39'151 | 87.47% | 87.47% |
18.12.2014 | 2.37% | 3.48 | 3.51 | 20'000 | 20'000 | 12'058 | 12'058 | 41'844 | 42'749 | 89.78% | 89.78% |
17.12.2014 | 2.84% | 2.86 | 2.90 | 20'000 | 20'000 | 12'142 | 12'142 | 34'948 | 35'874 | 99.16% | 99.16% |
16.12.2014 | 2.82% | 3.02 | 3.08 | 20'000 | 20'000 | 10'800 | 10'800 | 30'106 | 30'925 | 84.56% | 84.56% |
15.12.2014 | 2.30% | 3.05 | 3.07 | 20'000 | 20'000 | 12'145 | 12'145 | 39'812 | 40'661 | 99.20% | 99.20% |
12.12.2014 | 2.88% | 3.34 | 3.38 | 20'000 | 20'000 | 12'213 | 12'213 | 40'572 | 41'659 | 99.77% | 99.77% |
11.12.2014 | 2.49% | 3.77 | 3.80 | 20'000 | 20'000 | 11'861 | 11'861 | 41'617 | 42'544 | 81.52% | 81.52% |
10.12.2014 | 2.17% | 3.64 | 3.65 | 20'000 | 20'000 | 12'024 | 12'024 | 45'353 | 46'257 | 97.71% | 97.71% |
09.12.2014 | 2.33% | 3.70 | 3.72 | 20'000 | 20'000 | 12'122 | 12'122 | 47'021 | 48'017 | 98.91% | 98.91% |