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 | 6.81% | 0.15 | 0.16 | 400'000 | 400'000 | 398'534 | 400'000 | 56'558 | 60'768 | 98.77% | 99.27% |
17.12.2014 | 8.70% | 0.11 | 0.12 | 400'000 | 400'000 | 400'000 | 400'000 | 44'000 | 48'000 | 99.68% | 99.68% |
16.12.2014 | 8.70% | 0.11 | 0.12 | 400'000 | 400'000 | 399'941 | 400'000 | 43'993 | 48'000 | 100.00% | 100.00% |
15.12.2014 | 8.70% | 0.11 | 0.12 | 400'000 | 400'000 | 400'000 | 400'000 | 44'000 | 48'000 | 99.19% | 99.19% |
12.12.2014 | 8.70% | 0.11 | 0.12 | 400'000 | 400'000 | 400'000 | 400'000 | 44'000 | 48'000 | 99.20% | 99.20% |
11.12.2014 | 8.51% | 0.11 | 0.12 | 400'000 | 400'000 | 400'000 | 399'660 | 45'103 | 49'063 | 99.20% | 99.42% |
10.12.2014 | 7.87% | 0.13 | 0.14 | 400'000 | 400'000 | 399'799 | 400'000 | 48'873 | 52'898 | 99.67% | 99.68% |
09.12.2014 | 8.01% | 0.12 | 0.13 | 400'000 | 400'000 | 400'000 | 400'000 | 47'936 | 51'936 | 99.56% | 99.64% |
08.12.2014 | 7.94% | 0.12 | 0.13 | 400'000 | 400'000 | 400'000 | 400'000 | 48'412 | 52'412 | 100.00% | 100.00% |