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 | 8.66% | 0.30 | 0.33 | 50'000 | 50'000 | 50'000 | 50'000 | 16'646 | 18'146 | 100.00% | 100.00% |
18.12.2014 | 8.66% | 0.32 | 0.35 | 50'000 | 50'000 | 50'000 | 50'000 | 16'613 | 18'113 | 100.00% | 100.00% |
17.12.2014 | 13.21% | 0.23 | 0.26 | 50'000 | 50'000 | 50'000 | 50'000 | 10'621 | 12'121 | 100.00% | 100.00% |
16.12.2014 | 17.78% | 0.21 | 0.24 | 50'000 | 50'000 | 50'000 | 50'000 | 7'800 | 9'300 | 100.00% | 100.00% |
15.12.2014 | 9.36% | 0.24 | 0.27 | 50'000 | 50'000 | 50'000 | 50'000 | 15'607 | 17'107 | 99.72% | 99.72% |
12.12.2014 | 7.32% | 0.45 | 0.48 | 50'000 | 50'000 | 50'000 | 50'000 | 19'802 | 21'302 | 100.00% | 100.00% |
11.12.2014 | 7.44% | 0.44 | 0.47 | 50'000 | 50'000 | 50'000 | 50'000 | 19'496 | 20'996 | 100.00% | 100.00% |
10.12.2014 | 7.12% | 0.40 | 0.43 | 50'000 | 50'000 | 50'000 | 50'000 | 20'339 | 21'839 | 100.00% | 100.00% |
09.12.2014 | 6.78% | 0.41 | 0.44 | 50'000 | 50'000 | 50'000 | 50'000 | 21'405 | 22'905 | 99.43% | 99.43% |