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 | 2.25% | 1.33 | 1.36 | 600'000 | 600'000 | 600'000 | 600'000 | 789'545 | 807'545 | 100.00% | 100.00% |
18.12.2014 | 2.30% | 1.32 | 1.35 | 600'000 | 600'000 | 600'000 | 600'000 | 774'228 | 792'228 | 97.30% | 97.30% |
17.12.2014 | 2.63% | 1.18 | 1.21 | 600'000 | 600'000 | 600'000 | 600'000 | 676'195 | 694'195 | 99.40% | 99.40% |
16.12.2014 | 2.03% | 1.06 | 1.09 | 600'000 | 600'000 | 600'000 | 600'000 | 637'242 | 650'319 | 97.73% | 97.73% |
15.12.2014 | 1.72% | 1.15 | 1.17 | 600'000 | 600'000 | 600'000 | 600'000 | 690'556 | 702'556 | 98.25% | 98.25% |
12.12.2014 | 0.88% | 1.12 | 1.13 | 600'000 | 600'000 | 600'000 | 600'000 | 680'581 | 686'581 | 99.84% | 99.84% |
11.12.2014 | 0.86% | 1.19 | 1.20 | 600'000 | 600'000 | 600'000 | 600'000 | 691'442 | 697'442 | 99.54% | 99.54% |
10.12.2014 | 0.83% | 1.16 | 1.17 | 600'000 | 600'000 | 600'000 | 600'000 | 716'164 | 722'164 | 98.75% | 98.75% |
09.12.2014 | 0.82% | 1.15 | 1.16 | 600'000 | 600'000 | 600'000 | 600'000 | 725'827 | 731'827 | 99.81% | 99.81% |