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 | 22.28% | 0.08 | 0.11 | 150'000 | 150'000 | 150'000 | 150'000 | 13'416 | 16'731 | 100.00% | 100.00% |
18.12.2014 | 39.77% | 0.05 | 0.07 | 150'000 | 150'000 | 150'000 | 150'000 | 7'304 | 10'652 | 100.00% | 100.00% |
17.12.2014 | 99.82% | 0.01 | 0.03 | 150'000 | 150'000 | 150'000 | 150'000 | 1'515 | 4'526 | 53.44% | 100.00% |
16.12.2014 | 100.04% | 0.02 | 0.04 | 150'000 | 150'000 | 150'000 | 150'000 | 1'524 | 4'567 | 29.20% | 100.00% |
15.12.2014 | 91.77% | 0.01 | 0.02 | 150'000 | 150'000 | 150'000 | 150'000 | 2'061 | 5'385 | 83.29% | 99.72% |
12.12.2014 | 54.94% | 0.03 | 0.05 | 150'000 | 150'000 | 149'828 | 149'828 | 4'582 | 7'970 | 100.00% | 100.00% |
11.12.2014 | 28.22% | 0.06 | 0.08 | 150'000 | 150'000 | 150'000 | 150'000 | 9'916 | 13'152 | 100.00% | 100.00% |
10.12.2014 | 28.66% | 0.06 | 0.08 | 150'000 | 150'000 | 150'000 | 150'000 | 10'102 | 13'452 | 100.00% | 100.00% |
09.12.2014 | 19.93% | 0.08 | 0.10 | 150'000 | 150'000 | 150'000 | 150'000 | 15'024 | 18'306 | 99.69% | 99.69% |