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% | 0.85 | 0.86 | 300'000 | 300'000 | 300'000 | 300'000 | 263'429 | 266'429 | 91.83% | 91.83% |
18.12.2014 | 1.25% | 0.82 | 0.83 | 300'000 | 300'000 | 300'000 | 300'000 | 238'415 | 241'415 | 99.35% | 99.35% |
17.12.2014 | 1.52% | 0.67 | 0.68 | 300'000 | 300'000 | 300'000 | 300'000 | 195'558 | 198'558 | 98.83% | 98.83% |
16.12.2014 | 1.62% | 0.66 | 0.67 | 300'000 | 300'000 | 300'000 | 300'000 | 184'192 | 187'192 | 94.67% | 94.67% |
15.12.2014 | 1.36% | 0.66 | 0.67 | 300'000 | 300'000 | 300'000 | 300'000 | 219'809 | 222'809 | 98.01% | 98.01% |
12.12.2014 | 1.29% | 0.78 | 0.79 | 300'000 | 300'000 | 300'000 | 300'000 | 231'232 | 234'232 | 99.65% | 99.65% |
11.12.2014 | 1.25% | 0.81 | 0.82 | 300'000 | 300'000 | 300'000 | 300'000 | 237'835 | 240'835 | 99.55% | 99.55% |
10.12.2014 | 1.22% | 0.81 | 0.82 | 300'000 | 300'000 | 300'000 | 300'000 | 244'122 | 247'122 | 98.69% | 98.69% |
09.12.2014 | 1.17% | 0.79 | 0.80 | 300'000 | 300'000 | 300'000 | 300'000 | 254'910 | 257'910 | 99.81% | 99.81% |