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 | 9.52% | 0.29 | 0.32 | 105'000 | 105'000 | 105'000 | 105'000 | 31'707 | 34'857 | 95.89% | 95.89% |
18.12.2014 | 1.85% | 0.58 | 0.59 | 210'000 | 210'000 | 210'000 | 210'000 | 112'769 | 114'869 | 98.73% | 98.73% |
17.12.2014 | 2.38% | 0.41 | 0.42 | 210'000 | 210'000 | 210'000 | 210'000 | 87'251 | 89'351 | 96.24% | 96.24% |
16.12.2014 | 2.75% | 0.45 | 0.46 | 220'000 | 220'000 | 220'000 | 220'000 | 79'239 | 81'439 | 97.37% | 97.37% |
15.12.2014 | 1.96% | 0.44 | 0.45 | 220'000 | 220'000 | 215'919 | 215'919 | 109'625 | 111'784 | 97.50% | 97.50% |
12.12.2014 | 1.64% | 0.58 | 0.59 | 210'000 | 210'000 | 210'000 | 210'000 | 126'717 | 128'817 | 97.45% | 97.45% |
11.12.2014 | 1.56% | 0.67 | 0.68 | 210'000 | 210'000 | 210'000 | 210'000 | 134'049 | 136'149 | 98.02% | 98.02% |
10.12.2014 | 1.57% | 0.63 | 0.64 | 220'000 | 220'000 | 220'000 | 220'000 | 139'324 | 141'524 | 97.42% | 97.42% |
09.12.2014 | 1.46% | 0.64 | 0.65 | 210'000 | 210'000 | 210'000 | 210'000 | 142'858 | 144'958 | 96.93% | 96.93% |