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 | 6.33% | 0.43 | 0.46 | 30'000 | 30'000 | 30'000 | 30'000 | 13'794 | 14'694 | 99.90% | 99.90% |
18.12.2014 | 2.60% | 0.41 | 0.42 | 60'000 | 60'000 | 60'000 | 60'000 | 22'982 | 23'582 | 99.19% | 99.19% |
17.12.2014 | 5.39% | 0.19 | 0.20 | 80'000 | 80'000 | 80'000 | 80'000 | 14'476 | 15'276 | 99.84% | 99.84% |
16.12.2014 | 6.87% | 0.19 | 0.20 | 90'000 | 90'000 | 85'934 | 85'934 | 12'209 | 13'069 | 99.55% | 99.55% |
15.12.2014 | 4.42% | 0.18 | 0.19 | 70'000 | 70'000 | 66'559 | 66'559 | 14'799 | 15'464 | 87.91% | 87.91% |
12.12.2014 | 3.60% | 0.27 | 0.28 | 70'000 | 70'000 | 66'120 | 66'120 | 18'081 | 18'742 | 91.66% | 91.66% |
11.12.2014 | 3.22% | 0.30 | 0.31 | 60'000 | 60'000 | 64'083 | 64'083 | 19'694 | 20'335 | 97.48% | 97.48% |
10.12.2014 | 2.84% | 0.29 | 0.30 | 60'000 | 60'000 | 60'000 | 60'000 | 21'020 | 21'620 | 94.65% | 94.65% |
09.12.2014 | 2.53% | 0.36 | 0.37 | 60'000 | 60'000 | 60'000 | 60'000 | 23'522 | 24'122 | 98.51% | 98.51% |