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 | 4.09% | 0.47 | 0.49 | 500'000 | 500'000 | 500'000 | 500'000 | 239'784 | 249'784 | 96.11% | 96.11% |
18.12.2014 | 2.75% | 0.76 | 0.78 | 500'000 | 500'000 | 500'000 | 500'000 | 359'427 | 369'427 | 93.40% | 93.40% |
17.12.2014 | 3.32% | 0.58 | 0.60 | 500'000 | 500'000 | 500'000 | 500'000 | 296'537 | 306'537 | 97.34% | 97.34% |
16.12.2014 | 3.68% | 0.63 | 0.65 | 500'000 | 500'000 | 500'000 | 500'000 | 267'099 | 277'099 | 94.38% | 94.38% |
15.12.2014 | 2.90% | 0.61 | 0.63 | 500'000 | 500'000 | 500'000 | 500'000 | 340'180 | 350'180 | 99.73% | 99.73% |
12.12.2014 | 2.54% | 0.76 | 0.78 | 500'000 | 500'000 | 500'000 | 500'000 | 388'062 | 398'062 | 99.33% | 99.33% |
11.12.2014 | 2.44% | 0.84 | 0.86 | 500'000 | 500'000 | 500'000 | 500'000 | 405'866 | 415'866 | 100.00% | 100.00% |
10.12.2014 | 2.45% | 0.80 | 0.82 | 500'000 | 500'000 | 500'000 | 500'000 | 402'650 | 412'650 | 93.15% | 93.15% |
09.12.2014 | 2.35% | 0.81 | 0.83 | 500'000 | 500'000 | 500'000 | 500'000 | 420'724 | 430'724 | 45.02% | 45.02% |