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 | 22.21% | 0.13 | 0.17 | 50'000 | 50'000 | 50'000 | 50'000 | 8'135 | 10'135 | 100.00% | 100.00% |
18.12.2014 | 11.30% | 0.16 | 0.18 | 50'000 | 50'000 | 50'000 | 50'000 | 8'450 | 9'450 | 99.41% | 99.41% |
17.12.2014 | 20.62% | 0.08 | 0.09 | 90'000 | 90'000 | 86'273 | 86'273 | 5'348 | 6'509 | 94.59% | 94.59% |
16.12.2014 | 19.92% | 0.07 | 0.08 | 100'000 | 100'000 | 100'000 | 100'000 | 4'631 | 5'631 | 66.53% | 66.53% |
15.12.2014 | 13.69% | 0.09 | 0.11 | 50'000 | 50'000 | 50'000 | 50'000 | 7'373 | 8'373 | 87.28% | 87.28% |
12.12.2014 | 8.42% | 0.28 | 0.30 | 60'000 | 60'000 | 55'944 | 55'944 | 12'857 | 13'976 | 98.93% | 98.93% |
11.12.2014 | 8.64% | 0.27 | 0.29 | 60'000 | 60'000 | 55'970 | 55'970 | 12'602 | 13'722 | 97.98% | 97.98% |
10.12.2014 | 8.10% | 0.24 | 0.26 | 50'000 | 50'000 | 50'000 | 50'000 | 11'861 | 12'861 | 97.84% | 97.84% |
09.12.2014 | 7.44% | 0.24 | 0.26 | 50'000 | 50'000 | 50'000 | 50'000 | 12'974 | 13'974 | 98.52% | 98.52% |