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 | 1.13% | 0.88 | 0.89 | 310'000 | 310'000 | 310'000 | 310'000 | 272'659 | 275'759 | 100.00% | 100.00% |
18.12.2014 | 1.19% | 0.86 | 0.87 | 310'000 | 310'000 | 310'000 | 310'000 | 260'053 | 263'153 | 99.42% | 99.42% |
17.12.2014 | 1.23% | 0.80 | 0.81 | 310'000 | 310'000 | 310'000 | 310'000 | 249'795 | 252'895 | 100.00% | 100.00% |
16.12.2014 | 1.32% | 0.80 | 0.81 | 310'000 | 310'000 | 310'000 | 310'000 | 234'247 | 237'347 | 99.62% | 99.62% |
15.12.2014 | 1.22% | 0.77 | 0.78 | 310'000 | 310'000 | 310'000 | 310'000 | 252'305 | 255'405 | 99.07% | 99.07% |
12.12.2014 | 1.17% | 0.84 | 0.85 | 310'000 | 310'000 | 310'000 | 310'000 | 263'003 | 266'103 | 100.00% | 100.00% |
11.12.2014 | 1.16% | 0.87 | 0.88 | 310'000 | 310'000 | 310'000 | 310'000 | 265'758 | 268'858 | 99.60% | 99.60% |
10.12.2014 | 1.16% | 0.85 | 0.86 | 310'000 | 310'000 | 310'000 | 310'000 | 265'294 | 268'394 | 96.98% | 96.98% |
09.12.2014 | 1.13% | 0.86 | 0.87 | 310'000 | 310'000 | 310'000 | 310'000 | 272'385 | 275'485 | 99.98% | 99.98% |