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 | 3.16% | 0.91 | 0.94 | 30'000 | 30'000 | 30'000 | 30'000 | 28'062 | 28'962 | 99.96% | 99.96% |
18.12.2014 | 1.16% | 0.89 | 0.90 | 60'000 | 60'000 | 60'000 | 60'000 | 51'480 | 52'080 | 99.19% | 99.19% |
17.12.2014 | 1.54% | 0.66 | 0.67 | 60'000 | 60'000 | 60'000 | 60'000 | 38'690 | 39'290 | 99.95% | 99.95% |
16.12.2014 | 1.76% | 0.63 | 0.64 | 60'000 | 60'000 | 60'000 | 60'000 | 33'840 | 34'440 | 99.72% | 99.72% |
15.12.2014 | 1.40% | 0.64 | 0.65 | 60'000 | 60'000 | 60'000 | 60'000 | 42'531 | 43'131 | 99.69% | 99.69% |
12.12.2014 | 1.30% | 0.76 | 0.77 | 60'000 | 60'000 | 60'000 | 60'000 | 45'967 | 46'567 | 99.94% | 99.94% |
11.12.2014 | 1.24% | 0.79 | 0.80 | 60'000 | 60'000 | 60'000 | 60'000 | 47'928 | 48'528 | 99.56% | 99.56% |
10.12.2014 | 1.18% | 0.79 | 0.80 | 60'000 | 60'000 | 60'000 | 60'000 | 50'582 | 51'182 | 98.94% | 98.94% |
09.12.2014 | 1.13% | 0.85 | 0.86 | 60'000 | 60'000 | 60'000 | 60'000 | 52'959 | 53'559 | 100.00% | 100.00% |