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 | 42.23% | 0.04 | 0.06 | 150'000 | 150'000 | 587'633 | 587'633 | 16'465 | 22'899 | 38.79% | 59.58% |
18.12.2014 | 10.39% | 0.14 | 0.16 | 750'000 | 750'000 | 750'000 | 750'000 | 146'528 | 161'528 | 88.32% | 88.32% |
17.12.2014 | 2.73% | 0.60 | 0.62 | 650'000 | 650'000 | 650'476 | 650'476 | 473'799 | 486'809 | 84.92% | 84.92% |
16.12.2014 | 1.81% | 0.69 | 0.71 | 650'000 | 650'000 | 650'000 | 650'000 | 709'622 | 722'373 | 67.99% | 67.99% |
15.12.2014 | 1.98% | 0.98 | 0.99 | 750'000 | 750'000 | 750'000 | 750'000 | 386'603 | 394'103 | 66.46% | 66.46% |
12.12.2014 | 2.82% | 0.48 | 0.49 | 750'000 | 750'000 | 750'000 | 750'000 | 264'344 | 271'845 | 93.94% | 93.94% |
11.12.2014 | 4.24% | 0.19 | 0.20 | 750'000 | 750'000 | 750'000 | 750'000 | 177'981 | 185'481 | 98.13% | 98.13% |
10.12.2014 | 4.42% | 0.26 | 0.27 | 750'000 | 750'000 | 750'000 | 749'999 | 168'167 | 175'667 | 93.44% | 93.44% |
09.12.2014 | 5.55% | 0.30 | 0.31 | 750'000 | 750'000 | 750'000 | 750'000 | 138'921 | 146'421 | 95.71% | 95.71% |