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 | - | - |
18.12.2014 | 6.32% | 0.17 | 0.18 | 250'000 | 250'000 | 250'000 | 250'000 | 38'488 | 40'988 | 97.60% | 97.60% |
17.12.2014 | 7.88% | 0.11 | 0.12 | 300'000 | 300'000 | 300'000 | 300'000 | 37'419 | 40'419 | 99.53% | 99.53% |
16.12.2014 | 8.32% | 0.12 | 0.13 | 350'000 | 350'000 | 311'897 | 311'897 | 37'238 | 40'357 | 98.20% | 98.20% |
15.12.2014 | 6.48% | 0.12 | 0.13 | 300'000 | 300'000 | 319'033 | 319'033 | 48'443 | 51'633 | 98.72% | 98.72% |
12.12.2014 | 7.80% | 0.12 | 0.13 | 400'000 | 400'000 | 362'319 | 362'319 | 44'754 | 48'377 | 99.16% | 99.16% |
11.12.2014 | 6.82% | 0.16 | 0.17 | 350'000 | 350'000 | 367'513 | 367'513 | 52'186 | 55'861 | 73.50% | 73.50% |
10.12.2014 | 2.25% | 0.33 | 0.34 | 250'000 | 250'000 | 250'000 | 250'000 | 112'240 | 114'740 | 97.20% | 97.20% |
09.12.2014 | 1.68% | 0.51 | 0.52 | 250'000 | 250'000 | 250'000 | 250'000 | 148'580 | 151'080 | 99.49% | 99.49% |
08.12.2014 | 1.44% | 0.66 | 0.67 | 250'000 | 250'000 | 250'000 | 250'000 | 172'874 | 175'374 | 99.52% | 99.52% |