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 | 65.45% | 0.01 | 0.02 | 100'000 | 100'000 | 238'481 | 238'386 | 3'842 | 7'280 | 96.11% | 96.11% |
18.12.2014 | 9.48% | 0.25 | 0.27 | 500'000 | 500'000 | 499'983 | 500'000 | 102'611 | 112'614 | 93.62% | 93.62% |
17.12.2014 | 18.41% | 0.09 | 0.11 | 750'000 | 750'000 | 750'000 | 750'000 | 74'945 | 89'945 | 97.34% | 97.34% |
16.12.2014 | 15.01% | 0.14 | 0.16 | 750'000 | 750'000 | 749'759 | 749'769 | 58'248 | 67'814 | 99.69% | 99.69% |
15.12.2014 | 10.43% | 0.13 | 0.15 | 750'000 | 750'000 | 749'724 | 749'749 | 139'090 | 154'090 | 97.71% | 97.71% |
12.12.2014 | 7.01% | 0.26 | 0.28 | 750'000 | 750'000 | 559'277 | 559'277 | 153'446 | 164'631 | 99.33% | 99.33% |
11.12.2014 | 6.28% | 0.34 | 0.36 | 500'000 | 500'000 | 502'941 | 502'941 | 155'486 | 165'545 | 100.00% | 100.00% |
10.12.2014 | 6.32% | 0.30 | 0.32 | 500'000 | 500'000 | 651'572 | 651'572 | 199'040 | 212'072 | 93.13% | 93.13% |
09.12.2014 | 5.75% | 0.31 | 0.33 | 500'000 | 500'000 | 510'835 | 510'835 | 172'712 | 182'929 | 45.01% | 45.01% |