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 | 9.33% | 0.12 | 0.13 | 400'000 | 400'000 | 399'793 | 400'000 | 40'934 | 44'954 | 99.27% | 99.27% |
17.12.2014 | 13.17% | 0.07 | 0.08 | 400'000 | 400'000 | 399'535 | 400'000 | 28'380 | 32'413 | 99.70% | 99.70% |
16.12.2014 | 13.29% | 0.08 | 0.09 | 400'000 | 400'000 | 400'000 | 400'000 | 28'119 | 32'119 | 100.00% | 100.00% |
15.12.2014 | 11.80% | 0.07 | 0.08 | 400'000 | 400'000 | 400'000 | 400'000 | 31'916 | 35'916 | 99.19% | 99.19% |
12.12.2014 | 12.72% | 0.08 | 0.09 | 400'000 | 400'000 | 400'000 | 400'000 | 29'570 | 33'570 | 99.20% | 99.20% |
11.12.2014 | 11.69% | 0.08 | 0.09 | 400'000 | 400'000 | 400'000 | 399'520 | 32'264 | 36'221 | 99.42% | 99.42% |
10.12.2014 | 10.78% | 0.09 | 0.10 | 400'000 | 400'000 | 400'000 | 400'000 | 35'170 | 39'170 | 100.00% | 100.00% |
09.12.2014 | 10.86% | 0.08 | 0.09 | 400'000 | 400'000 | 400'000 | 400'000 | 34'928 | 38'928 | 99.66% | 99.66% |
08.12.2014 | 10.53% | 0.09 | 0.10 | 400'000 | 400'000 | 400'000 | 400'000 | 36'002 | 40'002 | 100.00% | 100.00% |