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 | 41.02% | 0.07 | 0.10 | 30'000 | 30'000 | 30'000 | 30'000 | 1'944 | 2'931 | 100.00% | 100.00% |
18.12.2014 | 30.15% | 0.10 | 0.13 | 60'000 | 60'000 | 34'320 | 34'320 | 3'291 | 4'432 | 91.03% | 91.03% |
17.12.2014 | 13.79% | 0.20 | 0.22 | 60'000 | 60'000 | 34'193 | 34'193 | 7'125 | 8'158 | 90.59% | 90.59% |
16.12.2014 | 19.54% | 0.14 | 0.15 | 60'000 | 60'000 | 36'619 | 36'619 | 3'756 | 4'466 | 100.00% | 100.00% |
15.12.2014 | 30.24% | 0.05 | 0.07 | 30'000 | 30'000 | 30'000 | 30'000 | 1'627 | 2'192 | 77.92% | 77.92% |
12.12.2014 | 38.32% | 0.04 | 0.05 | 60'000 | 60'000 | 36'600 | 36'600 | 1'299 | 1'882 | 99.91% | 99.91% |
11.12.2014 | 45.93% | 0.02 | 0.03 | 60'000 | 60'000 | 36'087 | 36'087 | 1'048 | 1'653 | 91.12% | 91.12% |
10.12.2014 | 61.23% | 0.02 | 0.03 | 60'000 | 60'000 | 34'189 | 34'189 | 589 | 1'086 | 90.57% | 100.00% |
09.12.2014 | 34.89% | 0.06 | 0.07 | 60'000 | 60'000 | 36'922 | 36'922 | 1'867 | 2'549 | 95.40% | 95.40% |