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 | 24.44% | 0.20 | 0.23 | 150'000 | 150'000 | 150'000 | 150'000 | 16'949 | 21'449 | 96.54% | 96.54% |
18.12.2014 | 23.31% | 0.11 | 0.14 | 150'000 | 150'000 | 131'021 | 131'021 | 15'455 | 19'386 | 98.59% | 98.59% |
17.12.2014 | 9.13% | 0.25 | 0.28 | 100'000 | 100'000 | 100'000 | 100'000 | 31'623 | 34'623 | 91.81% | 91.81% |
16.12.2014 | 6.51% | 0.25 | 0.28 | 100'000 | 100'000 | 100'000 | 100'000 | 31'701 | 33'957 | 59.77% | 59.77% |
15.12.2014 | 9.02% | 0.22 | 0.23 | 150'000 | 150'000 | 150'000 | 150'000 | 16'667 | 18'167 | 86.40% | 86.40% |
12.12.2014 | 9.97% | 0.12 | 0.13 | 150'000 | 150'000 | 169'033 | 169'033 | 16'140 | 17'831 | 94.95% | 94.95% |
11.12.2014 | 15.13% | 0.06 | 0.07 | 200'000 | 200'000 | 237'353 | 237'353 | 14'881 | 17'255 | 96.28% | 96.28% |
10.12.2014 | 17.95% | 0.06 | 0.07 | 250'000 | 250'000 | 288'024 | 288'024 | 14'788 | 17'668 | 94.79% | 94.79% |
09.12.2014 | 35.98% | 0.05 | 0.06 | 300'000 | 300'000 | 393'248 | 393'249 | 11'341 | 15'742 | 94.81% | 94.81% |