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 | 2.22% | 1.31 | 1.34 | 30'000 | 30'000 | 30'000 | 30'000 | 40'062 | 40'962 | 99.95% | 99.95% |
18.12.2014 | 0.79% | 1.29 | 1.30 | 60'000 | 60'000 | 60'000 | 60'000 | 75'480 | 76'080 | 99.20% | 99.20% |
17.12.2014 | 0.95% | 1.06 | 1.07 | 60'000 | 60'000 | 60'000 | 60'000 | 62'662 | 63'262 | 99.95% | 99.95% |
16.12.2014 | 1.03% | 1.03 | 1.04 | 60'000 | 60'000 | 60'000 | 60'000 | 57'791 | 58'391 | 99.66% | 99.66% |
15.12.2014 | 0.90% | 1.04 | 1.05 | 60'000 | 60'000 | 60'000 | 60'000 | 66'478 | 67'078 | 99.68% | 99.68% |
12.12.2014 | 0.86% | 1.16 | 1.17 | 60'000 | 60'000 | 60'000 | 60'000 | 69'872 | 70'472 | 99.94% | 99.94% |
11.12.2014 | 0.83% | 1.19 | 1.20 | 60'000 | 60'000 | 60'000 | 60'000 | 71'829 | 72'429 | 99.56% | 99.56% |
10.12.2014 | 0.80% | 1.18 | 1.19 | 60'000 | 60'000 | 60'000 | 60'000 | 74'320 | 74'920 | 98.92% | 98.92% |
09.12.2014 | 0.78% | 1.25 | 1.26 | 60'000 | 60'000 | 60'000 | 60'000 | 76'835 | 77'435 | 99.99% | 99.99% |