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 | 13.04% | 0.09 | 0.10 | 50'000 | 50'000 | 50'000 | 50'000 | 4'416 | 5'023 | 100.00% | 100.00% |
18.12.2014 | 16.11% | 0.10 | 0.11 | 50'000 | 50'000 | 50'000 | 50'000 | 3'740 | 4'345 | 100.00% | 100.00% |
17.12.2014 | 53.09% | 0.02 | 0.03 | 50'000 | 50'000 | 50'000 | 50'000 | 961 | 1'592 | 100.00% | 100.00% |
16.12.2014 | 56.83% | 0.05 | 0.07 | 50'000 | 50'000 | 50'000 | 50'000 | 912 | 1'556 | 100.00% | 100.00% |
15.12.2014 | 55.32% | 0.01 | 0.02 | 50'000 | 50'000 | 50'000 | 50'000 | 866 | 1'479 | 98.08% | 99.73% |
12.12.2014 | 70.26% | 0.01 | 0.02 | 50'000 | 50'000 | 50'000 | 50'000 | 552 | 1'146 | 99.76% | 100.00% |
11.12.2014 | 69.03% | 0.02 | 0.03 | 50'000 | 50'000 | 50'000 | 50'000 | 679 | 1'357 | 100.00% | 100.00% |
10.12.2014 | 33.82% | 0.02 | 0.03 | 50'000 | 50'000 | 50'000 | 50'000 | 1'444 | 2'020 | 100.00% | 100.00% |
09.12.2014 | 23.32% | 0.03 | 0.04 | 50'000 | 50'000 | 50'000 | 50'000 | 2'217 | 2'769 | 99.38% | 99.38% |