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 | 1.67% | 1.18 | 1.20 | 100'000 | 100'000 | 100'000 | 100'000 | 118'739 | 120'739 | 100.00% | 100.00% |
18.12.2014 | 1.68% | 1.18 | 1.20 | 100'000 | 100'000 | 100'000 | 100'000 | 117'860 | 119'860 | 99.34% | 99.34% |
17.12.2014 | 1.77% | 1.11 | 1.13 | 100'000 | 100'000 | 100'000 | 100'000 | 111'806 | 113'806 | 99.86% | 99.86% |
16.12.2014 | 1.92% | 1.10 | 1.12 | 100'000 | 100'000 | 100'000 | 100'000 | 103'058 | 105'058 | 100.00% | 100.00% |
15.12.2014 | 1.78% | 1.09 | 1.11 | 100'000 | 100'000 | 100'000 | 100'000 | 111'311 | 113'311 | 99.16% | 99.16% |
12.12.2014 | 1.71% | 1.14 | 1.16 | 100'000 | 100'000 | 100'000 | 100'000 | 116'244 | 118'244 | 99.23% | 99.23% |
11.12.2014 | 1.57% | 1.26 | 1.28 | 100'000 | 100'000 | 100'000 | 100'000 | 126'308 | 128'308 | 99.58% | 99.58% |
10.12.2014 | 1.57% | 1.29 | 1.31 | 100'000 | 100'000 | 100'000 | 100'000 | 126'031 | 128'031 | 100.00% | 100.00% |
09.12.2014 | 1.52% | 1.24 | 1.26 | 100'000 | 100'000 | 100'000 | 100'000 | 130'805 | 132'805 | 100.00% | 100.00% |