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 | 3.53% | 0.84 | 0.87 | 300'000 | 300'000 | 300'000 | 300'000 | 250'728 | 259'728 | 100.00% | 100.00% |
18.12.2014 | 3.64% | 0.84 | 0.87 | 300'000 | 300'000 | 300'000 | 300'000 | 242'809 | 251'809 | 97.20% | 97.20% |
17.12.2014 | 3.68% | 0.82 | 0.85 | 300'000 | 300'000 | 300'000 | 300'000 | 240'240 | 249'240 | 99.56% | 99.56% |
16.12.2014 | 2.90% | 0.76 | 0.79 | 300'000 | 300'000 | 300'000 | 300'000 | 221'816 | 228'356 | 97.49% | 97.49% |
15.12.2014 | 2.62% | 0.77 | 0.79 | 300'000 | 300'000 | 300'000 | 300'000 | 226'405 | 232'405 | 98.17% | 98.17% |
12.12.2014 | 1.38% | 0.72 | 0.73 | 300'000 | 300'000 | 300'000 | 300'000 | 215'906 | 218'906 | 99.72% | 99.72% |
11.12.2014 | 1.39% | 0.74 | 0.75 | 300'000 | 300'000 | 300'000 | 300'000 | 214'031 | 217'031 | 98.73% | 98.73% |
10.12.2014 | 1.48% | 0.68 | 0.69 | 300'000 | 300'000 | 300'000 | 300'000 | 201'153 | 204'153 | 99.47% | 99.47% |
09.12.2014 | 1.43% | 0.64 | 0.65 | 300'000 | 300'000 | 300'000 | 300'000 | 208'947 | 211'947 | 98.96% | 98.96% |