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 | 6.78% | 0.31 | 0.33 | 200'000 | 200'000 | 200'000 | 200'000 | 57'069 | 61'069 | 92.55% | 92.55% |
18.12.2014 | 3.10% | 0.30 | 0.31 | 200'000 | 200'000 | 199'945 | 200'000 | 63'629 | 65'648 | 95.25% | 95.25% |
17.12.2014 | 2.42% | 0.38 | 0.39 | 200'000 | 200'000 | 200'000 | 200'000 | 81'856 | 83'856 | 94.35% | 94.35% |
16.12.2014 | 2.35% | 0.40 | 0.41 | 200'000 | 200'000 | 200'000 | 200'000 | 84'168 | 86'168 | 94.95% | 94.95% |
15.12.2014 | 2.78% | 0.40 | 0.41 | 200'000 | 200'000 | 200'000 | 200'000 | 71'143 | 73'143 | 96.70% | 96.70% |
12.12.2014 | 3.17% | 0.33 | 0.34 | 200'000 | 200'000 | 199'998 | 200'000 | 62'174 | 64'175 | 99.67% | 99.67% |
11.12.2014 | 3.64% | 0.27 | 0.28 | 200'000 | 200'000 | 200'000 | 200'000 | 53'981 | 55'981 | 98.36% | 98.36% |
10.12.2014 | 3.82% | 0.26 | 0.27 | 200'000 | 200'000 | 200'000 | 200'000 | 51'388 | 53'388 | 97.88% | 97.88% |
09.12.2014 | 4.08% | 0.26 | 0.27 | 200'000 | 200'000 | 200'000 | 200'000 | 48'151 | 50'151 | 95.90% | 95.90% |