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 | 12.38% | 0.20 | 0.23 | 50'000 | 50'000 | 50'000 | 50'000 | 11'398 | 12'898 | 84.72% | 84.72% |
18.12.2014 | 12.14% | 0.22 | 0.25 | 50'000 | 50'000 | 50'000 | 50'000 | 11'666 | 13'166 | 88.84% | 88.84% |
17.12.2014 | 30.70% | 0.14 | 0.17 | 100'000 | 100'000 | 100'000 | 100'000 | 8'607 | 11'607 | 99.64% | 99.64% |
16.12.2014 | 70.94% | 0.09 | 0.12 | 150'000 | 150'000 | 111'746 | 111'746 | 4'002 | 7'901 | 97.84% | 97.84% |
15.12.2014 | 42.97% | 0.04 | 0.08 | 100'000 | 100'000 | 100'000 | 100'000 | 7'465 | 11'465 | 98.61% | 98.61% |
12.12.2014 | 29.55% | 0.10 | 0.14 | 100'000 | 100'000 | 80'912 | 80'912 | 9'272 | 12'509 | 99.88% | 99.88% |
11.12.2014 | 20.51% | 0.20 | 0.24 | 50'000 | 50'000 | 50'260 | 50'260 | 8'843 | 10'854 | 98.58% | 98.58% |
10.12.2014 | 23.22% | 0.15 | 0.19 | 100'000 | 100'000 | 84'923 | 84'923 | 12'965 | 16'362 | 98.73% | 98.73% |
09.12.2014 | 20.10% | 0.13 | 0.17 | 50'000 | 50'000 | 50'000 | 50'000 | 9'141 | 11'141 | 99.94% | 99.94% |