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 | 4.60% | 0.55 | 0.57 | 25'000 | 25'000 | 24'883 | 25'000 | 14'415 | 15'165 | 96.86% | 98.27% |
18.12.2014 | 3.49% | 0.54 | 0.56 | 25'000 | 25'000 | 24'908 | 25'000 | 13'559 | 14'098 | 54.57% | 56.61% |
17.12.2014 | 4.26% | 0.49 | 0.51 | 25'000 | 25'000 | 25'000 | 25'000 | 11'506 | 12'006 | 100.00% | 100.00% |
16.12.2014 | 4.88% | 0.50 | 0.52 | 25'000 | 25'000 | 25'000 | 25'000 | 10'049 | 10'549 | 99.99% | 99.99% |
15.12.2014 | 3.81% | 0.44 | 0.46 | 25'000 | 25'000 | 25'000 | 25'000 | 12'925 | 13'425 | 99.89% | 99.89% |
12.12.2014 | 3.52% | 0.54 | 0.56 | 25'000 | 25'000 | 25'000 | 25'000 | 13'973 | 14'473 | 100.00% | 100.00% |
11.12.2014 | 3.38% | 0.63 | 0.65 | 25'000 | 25'000 | 25'000 | 25'000 | 14'539 | 15'039 | 100.00% | 100.00% |
10.12.2014 | 2.93% | 0.60 | 0.62 | 25'000 | 25'000 | 25'000 | 25'000 | 16'894 | 17'394 | 100.00% | 100.00% |
09.12.2014 | 2.76% | 0.68 | 0.70 | 25'000 | 25'000 | 25'000 | 24'973 | 17'928 | 18'409 | 96.28% | 99.77% |