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 | 6.46% | 0.30 | 0.32 | 36'000 | 36'000 | 36'000 | 36'000 | 10'788 | 11'508 | 100.00% | 100.00% |
18.12.2014 | 6.17% | 0.33 | 0.35 | 36'000 | 36'000 | 36'000 | 36'000 | 11'330 | 12'050 | 99.42% | 99.42% |
17.12.2014 | 4.81% | 0.37 | 0.39 | 36'000 | 36'000 | 36'000 | 36'000 | 14'616 | 15'336 | 99.93% | 99.93% |
16.12.2014 | 4.31% | 0.42 | 0.44 | 36'000 | 36'000 | 36'000 | 36'000 | 16'349 | 17'069 | 95.90% | 95.90% |
15.12.2014 | 4.63% | 0.46 | 0.48 | 36'000 | 36'000 | 36'000 | 36'000 | 15'214 | 15'934 | 98.87% | 98.87% |
12.12.2014 | 4.41% | 0.44 | 0.46 | 36'000 | 36'000 | 36'000 | 36'000 | 15'960 | 16'680 | 98.92% | 98.92% |
11.12.2014 | 4.78% | 0.42 | 0.44 | 36'000 | 36'000 | 36'000 | 36'000 | 14'714 | 15'434 | 99.50% | 99.50% |
10.12.2014 | 5.41% | 0.39 | 0.41 | 36'000 | 36'000 | 36'000 | 36'000 | 12'994 | 13'714 | 96.91% | 96.91% |
09.12.2014 | 4.92% | 0.39 | 0.41 | 36'000 | 36'000 | 36'000 | 36'000 | 14'291 | 15'011 | 99.28% | 99.28% |