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 | - | - |
16.01.2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
15.01.2015 | 1.96% | 0.44 | 0.48 | 100'000 | 25'000 | 187'654 | 46'913 | 178'460 | 45'346 | 18.44% | 18.44% |
14.01.2015 | 1.45% | 0.92 | 0.94 | 200'000 | 50'000 | 200'000 | 50'000 | 186'071 | 47'195 | 99.66% | 99.66% |
13.01.2015 | 1.39% | 0.97 | 0.98 | 200'000 | 50'000 | 200'000 | 50'000 | 189'842 | 48'126 | 95.31% | 95.31% |
12.01.2015 | 1.52% | 0.90 | 0.91 | 200'000 | 50'000 | 200'000 | 50'000 | 180'807 | 45'892 | 100.00% | 100.00% |
09.01.2015 | 1.68% | 0.79 | 0.80 | 200'000 | 50'000 | 200'000 | 50'000 | 164'902 | 41'922 | 99.92% | 99.92% |
08.01.2015 | 1.66% | 0.90 | 0.92 | 200'000 | 50'000 | 200'000 | 50'000 | 171'859 | 43'684 | 97.36% | 97.36% |
07.01.2015 | 1.99% | 0.71 | 0.73 | 200'000 | 50'000 | 200'000 | 50'000 | 146'081 | 37'255 | 99.33% | 99.33% |
06.01.2015 | 1.85% | 0.73 | 0.74 | 200'000 | 50'000 | 200'000 | 50'000 | 154'617 | 39'374 | 99.52% | 99.52% |