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 | 0.74% | 1.32 | 1.33 | 250'000 | 250'000 | 250'000 | 250'000 | 335'195 | 337'695 | 100.00% | 100.00% |
18.12.2014 | 1.02% | 0.97 | 0.98 | 250'000 | 250'000 | 250'000 | 250'000 | 245'168 | 247'668 | 87.06% | 87.06% |
17.12.2014 | 2.07% | 0.51 | 0.52 | 300'000 | 300'000 | 300'000 | 300'000 | 143'754 | 146'754 | 97.38% | 97.38% |
16.12.2014 | 1.82% | 0.61 | 0.62 | 300'000 | 300'000 | 300'000 | 300'000 | 165'186 | 168'186 | 93.47% | 93.47% |
15.12.2014 | 1.34% | 0.62 | 0.63 | 300'000 | 300'000 | 300'000 | 300'000 | 223'317 | 226'317 | 29.43% | 29.43% |
12.12.2014 | 1.13% | 0.85 | 0.86 | 300'000 | 300'000 | 300'000 | 300'000 | 264'649 | 267'649 | 50.48% | 50.48% |
11.12.2014 | 0.99% | 1.14 | 1.15 | 300'000 | 300'000 | 300'000 | 300'000 | 302'520 | 305'520 | 83.83% | 83.83% |
10.12.2014 | 0.87% | 1.10 | 1.11 | 250'000 | 250'000 | 250'000 | 250'000 | 287'622 | 290'122 | 60.95% | 60.95% |
09.12.2014 | 0.92% | 1.02 | 1.03 | 250'000 | 250'000 | 250'000 | 250'000 | 272'129 | 274'629 | 37.46% | 37.46% |