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 | 7.68% | 0.12 | 0.13 | 150'000 | 150'000 | 150'000 | 150'000 | 18'864 | 20'364 | 100.00% | 100.00% |
18.12.2014 | 10.11% | 0.12 | 0.15 | 50'000 | 50'000 | 144'558 | 144'558 | 15'243 | 16'743 | 94.49% | 94.49% |
17.12.2014 | 6.00% | 0.16 | 0.18 | 50'000 | 50'000 | 143'133 | 143'133 | 32'005 | 33'566 | 92.75% | 92.75% |
16.12.2014 | 3.29% | 0.31 | 0.32 | 50'000 | 50'000 | 142'498 | 142'493 | 43'002 | 44'425 | 91.90% | 91.90% |
15.12.2014 | 8.25% | 0.19 | 0.20 | 50'000 | 50'000 | 143'624 | 143'624 | 18'184 | 19'621 | 95.25% | 95.25% |
12.12.2014 | 18.06% | 0.06 | 0.07 | 50'000 | 50'000 | 189'304 | 189'304 | 9'651 | 11'544 | 95.77% | 95.77% |
11.12.2014 | 58.95% | 0.03 | 0.04 | 50'000 | 50'000 | 312'667 | 312'667 | 5'264 | 9'814 | 94.83% | 94.83% |
10.12.2014 | 100.00% | 0.01 | 0.03 | 100'000 | 100'000 | 447'518 | 447'518 | 4'475 | 13'426 | 74.68% | 85.99% |
09.12.2014 | 100.00% | 0.01 | 0.03 | 50'000 | 50'000 | 401'302 | 401'302 | 4'013 | 12'039 | 97.06% | 97.06% |