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 | 1.07% | 0.92 | 0.93 | 100'000 | 100'000 | 100'000 | 100'000 | 93'354 | 94'354 | 100.00% | 100.00% |
18.12.2014 | 1.08% | 0.92 | 0.93 | 100'000 | 100'000 | 100'000 | 100'000 | 92'017 | 93'017 | 99.34% | 99.34% |
17.12.2014 | 1.15% | 0.86 | 0.87 | 100'000 | 100'000 | 100'000 | 100'000 | 86'380 | 87'380 | 99.86% | 99.86% |
16.12.2014 | 1.28% | 0.85 | 0.86 | 100'000 | 100'000 | 100'000 | 100'000 | 77'665 | 78'665 | 100.00% | 100.00% |
15.12.2014 | 1.16% | 0.84 | 0.85 | 100'000 | 100'000 | 100'000 | 100'000 | 85'794 | 86'794 | 99.16% | 99.16% |
12.12.2014 | 1.09% | 0.89 | 0.90 | 100'000 | 100'000 | 100'000 | 100'000 | 91'051 | 92'051 | 99.23% | 99.23% |
11.12.2014 | 0.98% | 1.01 | 1.02 | 100'000 | 100'000 | 100'000 | 100'000 | 101'126 | 102'126 | 99.58% | 99.58% |
10.12.2014 | 0.99% | 1.04 | 1.05 | 100'000 | 100'000 | 100'000 | 100'000 | 100'670 | 101'670 | 100.00% | 100.00% |
09.12.2014 | 0.94% | 0.99 | 1.00 | 100'000 | 100'000 | 100'000 | 100'000 | 105'658 | 106'658 | 100.00% | 100.00% |