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 | 1.22% | 0.79 | 0.80 | 100'000 | 100'000 | 100'000 | 100'000 | 81'745 | 82'745 | 99.56% | 99.56% |
18.12.2014 | 1.26% | 0.76 | 0.77 | 100'000 | 100'000 | 100'000 | 100'000 | 78'984 | 79'984 | 99.93% | 99.93% |
17.12.2014 | 1.39% | 0.74 | 0.75 | 100'000 | 100'000 | 100'000 | 100'000 | 71'254 | 72'254 | 99.95% | 99.95% |
16.12.2014 | 1.49% | 0.74 | 0.75 | 100'000 | 100'000 | 100'000 | 100'000 | 66'728 | 67'728 | 100.00% | 100.00% |
15.12.2014 | 1.31% | 0.70 | 0.71 | 100'000 | 100'000 | 100'000 | 100'000 | 75'731 | 76'731 | 99.28% | 99.28% |
12.12.2014 | 1.26% | 0.78 | 0.79 | 100'000 | 100'000 | 100'000 | 100'000 | 79'086 | 80'086 | 100.00% | 100.00% |
11.12.2014 | 1.23% | 0.84 | 0.85 | 100'000 | 100'000 | 100'000 | 100'000 | 80'777 | 81'777 | 100.00% | 100.00% |
10.12.2014 | 1.13% | 0.82 | 0.83 | 100'000 | 100'000 | 100'000 | 100'000 | 88'039 | 89'039 | 99.84% | 99.84% |
09.12.2014 | 1.09% | 0.88 | 0.89 | 100'000 | 100'000 | 100'000 | 100'000 | 91'284 | 92'284 | 99.81% | 99.81% |