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 | 62.26% | 0.01 | 0.02 | 400'000 | 400'000 | 400'000 | 400'000 | 4'661 | 8'661 | 94.27% | 96.02% |
18.12.2014 | 10.12% | 0.02 | 0.03 | 400'000 | 400'000 | 399'889 | 399'891 | 99'578 | 103'578 | 98.94% | 98.94% |
17.12.2014 | 1.86% | 0.55 | 0.56 | 400'000 | 400'000 | 400'000 | 400'000 | 212'891 | 216'891 | 100.00% | 100.00% |
16.12.2014 | 2.47% | 0.50 | 0.51 | 400'000 | 400'000 | 400'000 | 400'000 | 161'606 | 165'606 | 74.91% | 74.91% |
15.12.2014 | 1.58% | 0.53 | 0.54 | 400'000 | 400'000 | 400'000 | 400'000 | 253'034 | 257'034 | 98.44% | 98.44% |
12.12.2014 | 1.54% | 0.62 | 0.63 | 400'000 | 400'000 | 400'000 | 400'000 | 257'573 | 261'573 | 99.96% | 99.96% |
11.12.2014 | 1.41% | 0.77 | 0.78 | 400'000 | 400'000 | 400'000 | 400'000 | 282'778 | 286'778 | 100.00% | 100.00% |
10.12.2014 | 1.55% | 0.64 | 0.65 | 400'000 | 400'000 | 400'000 | 400'000 | 255'728 | 259'728 | 99.85% | 99.85% |
09.12.2014 | 1.36% | 0.67 | 0.68 | 400'000 | 400'000 | 400'000 | 400'000 | 293'901 | 297'901 | 99.62% | 99.62% |