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 | 9.86% | 0.32 | 0.35 | 300'000 | 300'000 | 300'000 | 300'000 | 86'841 | 95'841 | 98.90% | 98.90% |
18.12.2014 | 10.01% | 0.29 | 0.32 | 300'000 | 300'000 | 300'000 | 300'000 | 85'447 | 94'447 | 99.61% | 99.61% |
17.12.2014 | 8.74% | 0.32 | 0.35 | 300'000 | 300'000 | 300'000 | 300'000 | 98'634 | 107'634 | 99.11% | 99.11% |
16.12.2014 | 5.52% | 0.28 | 0.31 | 300'000 | 300'000 | 300'000 | 300'000 | 100'918 | 106'730 | 98.95% | 98.95% |
15.12.2014 | 4.66% | 0.30 | 0.31 | 300'000 | 300'000 | 300'000 | 300'000 | 63'555 | 66'555 | 98.11% | 98.11% |
12.12.2014 | 5.29% | 0.20 | 0.21 | 350'000 | 350'000 | 350'000 | 350'000 | 64'664 | 68'164 | 100.00% | 100.00% |
11.12.2014 | 6.81% | 0.13 | 0.14 | 400'000 | 400'000 | 400'000 | 400'000 | 57'311 | 61'311 | 99.56% | 99.56% |
10.12.2014 | 8.35% | 0.14 | 0.15 | 400'000 | 400'000 | 437'632 | 437'632 | 50'833 | 55'209 | 97.53% | 97.53% |
09.12.2014 | 11.60% | 0.11 | 0.12 | 450'000 | 450'000 | 487'326 | 487'564 | 40'307 | 45'209 | 100.00% | 100.00% |