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 | 3.48% | 0.41 | 0.42 | 200'000 | 200'000 | 199'997 | 200'000 | 83'230 | 86'177 | 100.00% | 100.00% |
18.12.2014 | 3.91% | 0.39 | 0.40 | 200'000 | 200'000 | 200'000 | 200'000 | 72'082 | 74'955 | 99.98% | 99.98% |
17.12.2014 | 5.15% | 0.29 | 0.30 | 200'000 | 200'000 | 200'000 | 200'000 | 56'980 | 59'992 | 100.00% | 100.00% |
16.12.2014 | 6.19% | 0.29 | 0.30 | 200'000 | 200'000 | 200'000 | 200'000 | 47'425 | 50'453 | 100.00% | 100.00% |
15.12.2014 | 4.27% | 0.27 | 0.28 | 200'000 | 200'000 | 199'808 | 200'000 | 65'864 | 68'804 | 99.98% | 99.98% |
12.12.2014 | 4.02% | 0.35 | 0.37 | 200'000 | 200'000 | 200'000 | 200'000 | 74'446 | 77'495 | 99.94% | 99.94% |
11.12.2014 | 3.97% | 0.41 | 0.43 | 200'000 | 200'000 | 200'000 | 200'000 | 77'967 | 81'114 | 100.00% | 100.00% |
10.12.2014 | 3.61% | 0.38 | 0.39 | 200'000 | 200'000 | 200'000 | 200'000 | 78'962 | 81'870 | 99.96% | 99.96% |
09.12.2014 | 3.84% | 0.40 | 0.41 | 200'000 | 200'000 | 200'000 | 200'000 | 82'652 | 85'881 | 100.00% | 100.00% |